GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,987
COMMITMENTS
275 268 325 4,112 5,344 4,712 5,937 1,275 50
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 125 100 125 0 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 4.5 5.4 68.7 89.3 78.7 99.2 21.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 19 17 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,632
COMMITMENTS
678 6,815 159 15,385 8,026 16,222 15,000 410 1,632
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 120)
50 25 0 -170 -125 -120 -100 240 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 41.0 1.0 92.5 48.3 97.5 90.2 2.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 1 29 30 34 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,100
COMMITMENTS
0 90 0 2,385 2,240 2,385 2,330 715 770
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 112)
0 0 0 67 27 67 27 45 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.9 0.0 76.9 72.3 76.9 75.2 23.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 24 25 24 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,627
COMMITMENTS
22,757 22,937 18,727 142,811 141,181 184,295 182,845 28,332 29,782
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -10,129)
491 -3,841 -2,946 -11,208 -4,507 -13,663 -11,294 3,534 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 10.8 8.8 67.2 66.4 86.7 86.0 13.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
25 33 28 68 74 112 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 752,461
COMMITMENTS
80,167 72,522 267,424 344,647 381,773 692,238 721,719 60,223 30,742
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -94,799)
-7,880 -21,099 -51,065 -34,857 -19,490 -93,802 -91,654 -997 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 9.6 35.5 45.8 50.7 92.0 95.9 8.0 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 63 73 76 67 173 160
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,081
COMMITMENTS
2,080 14,829 3,363 79,915 68,166 85,358 86,358 10,723 9,723
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,140)
-515 856 343 1,887 -1,122 1,715 77 -575 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 15.4 3.5 83.2 70.9 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 21 20 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,746
COMMITMENTS
230 3,654 2,091 39,153 31,636 41,474 37,381 9,272 13,365
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 2,517)
-1,032 1,204 -1,060 5,236 3,002 3,144 3,146 -627 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 7.2 4.1 77.2 62.3 81.7 73.7 18.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 1 24 23 26 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,429
COMMITMENTS
10,002 874 6,407 106,543 113,246 122,952 120,527 5,477 7,902
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 2,970)
856 316 608 1,052 1,985 2,516 2,909 454 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.7 5.0 83.0 88.2 95.7 93.8 4.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 4 32 32 37 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,054
COMMITMENTS
18,256 494 0 42,377 58,626 60,633 59,120 10,421 11,934
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 331)
0 494 0 1,277 1,330 1,277 1,824 -946 -1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 0.7 0.0 59.6 82.5 85.3 83.2 14.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 20 17 22 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,953
COMMITMENTS
3,235 3,605 5,934 70,022 68,860 79,191 78,399 3,762 4,554
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 735)
-97 232 51 1,149 1,830 1,103 2,113 -368 -1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 4.3 7.2 84.4 83.0 95.5 94.5 4.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 21 23 24 27
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,587
COMMITMENTS
4,008 326 4,478 55,339 59,085 63,825 63,889 7,762 7,698
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 563)
841 0 -277 -7 2,019 557 1,742 6 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.5 6.3 77.3 82.5 89.2 89.2 10.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 19 21 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,617
COMMITMENTS
3,244 3,709 3,382 75,653 76,218 82,279 83,309 9,338 8,308
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,964)
0 633 -627 5,082 4,088 4,455 4,094 -491 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 4.0 3.7 82.6 83.2 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 2 27 29 30 32
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,034
COMMITMENTS
2,126 3,277 1,843 17,995 22,122 21,964 27,242 8,070 2,792
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 10.9 6.1 59.9 73.7 73.1 90.7 26.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 3 13 13 16 16
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,076
COMMITMENTS
0 6,401 1,591 67,549 67,897 69,140 75,889 13,936 7,187
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,464)
0 -1,068 368 912 1,949 1,280 1,249 184 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.7 1.9 81.3 81.7 83.2 91.3 16.8 8.7
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 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,916
COMMITMENTS
4,696 6,382 310 52,662 52,344 57,668 59,036 8,248 6,880
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,426)
162 3,232 -664 1,346 -1,476 844 1,092 582 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 9.7 0.5 79.9 79.4 87.5 89.6 12.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 1 24 23 26 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,865
COMMITMENTS
9,304 7,094 3,584 90,161 93,848 103,049 104,526 9,816 8,339
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 855)
-655 -608 776 1,586 1,206 1,707 1,374 -852 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 6.3 3.2 79.9 83.2 91.3 92.6 8.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 4 28 26 32 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,679
COMMITMENTS
0 8,087 1,137 45,600 47,567 46,737 56,791 15,942 5,888
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 632)
0 291 -6 -755 255 -761 540 1,393 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.9 1.8 72.8 75.9 74.6 90.6 25.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 15 14 16 16
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,778
COMMITMENTS
3,834 16,617 372 38,518 25,801 42,724 42,790 1,054 988
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 38.0 0.8 88.0 58.9 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 4 1 13 17 19 21
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 26,868
COMMITMENTS
1,302 1,712 372 24,977 22,698 26,651 24,782 217 2,086
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,078)
-310 -248 0 5,233 4,588 4,923 4,340 155 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 6.4 1.4 93.0 84.5 99.2 92.2 0.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 13 12 15 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,129
COMMITMENTS
5,396 16,748 14,324 154,643 147,659 174,363 178,731 10,766 6,398
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -169)
1,072 -1,976 -1,104 477 2,789 445 -291 -614 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 9.0 7.7 83.5 79.8 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 4 6 38 40 44 47
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,550
COMMITMENTS
5,513 5,125 2,134 77,162 72,658 84,809 79,917 4,741 9,633
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,874)
338 428 419 4,727 3,914 5,484 4,761 -3,610 -2,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 5.7 2.4 86.2 81.1 94.7 89.2 5.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 22 21 26 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,570
COMMITMENTS
3,412 16,581 284 66,524 53,198 70,220 70,063 1,350 1,507
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 10,689)
3,412 1,173 284 6,993 10,754 10,689 12,211 0 -1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 23.2 0.4 92.9 74.3 98.1 97.9 1.9 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 4 1 17 28 22 32
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 295,740
COMMITMENTS
6,822 668 13,321 265,695 275,117 285,838 289,106 9,902 6,634
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 7,978)
-5,190 428 3,311 12,128 5,495 10,249 9,234 -2,271 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 0.2 4.5 89.8 93.0 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 1 6 44 44 51 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,742
COMMITMENTS
13,062 13,081 16,325 137,092 143,138 166,479 172,544 10,263 4,198
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,219)
1,692 1,122 309 3,684 5,404 5,685 6,835 -466 -1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 7.4 9.2 77.6 81.0 94.2 97.6 5.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 3 41 36 45 41
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,136
COMMITMENTS
10,675 8,921 8,913 156,455 160,089 176,043 177,923 15,093 13,213
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 8,121)
-704 -1,497 2,607 6,120 8,003 8,023 9,113 98 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 4.7 4.7 81.9 83.8 92.1 93.1 7.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 5 6 38 36 44 43
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,125
COMMITMENTS
25,986 9,120 19,661 186,701 206,395 232,348 235,176 14,777 11,949
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -499)
-2,271 2,887 -619 1,986 -2,924 -904 -656 405 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 3.7 8.0 75.5 83.5 94.0 95.2 6.0 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 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,489
COMMITMENTS
0 9,452 1,592 57,584 46,573 59,176 57,617 6,313 7,872
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 32)
0 1,904 -186 704 -1,407 518 311 -486 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.4 2.4 87.9 71.1 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 1 27 25 28 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,690,554
COMMITMENTS
247,414 108,619 858,813 1550370 1710029 2656597 2677461 33,957 13,093
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -172,140)
44,567 68,784 -147,163 -74,229 -90,486 -176,825 -168,865 4,685 -3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 4.0 31.9 57.6 63.6 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
31 17 41 104 90 150 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 775,328
COMMITMENTS
114,923 188,205 104,296 551,041 479,448 770,260 771,949 5,068 3,379
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -124,266)
-42,420 66,761 -65,491 -16,343 -125,507 -124,254 -124,237 -12 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 24.3 13.5 71.1 61.8 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 13 23 35 32 62 60
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,959
COMMITMENTS
2,646 779 1,751 34,056 35,964 38,453 38,494 506 465
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 429)
50 12 -20 398 316 428 308 1 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.0 4.5 87.4 92.3 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 2 6 40 36 47 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,652
COMMITMENTS
516 0 1,020 17,987 18,254 19,523 19,274 129 378
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 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: 25)
1 0 1 14 16 15 17
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,960
COMMITMENTS
932 0 0 15,028 15,749 15,960 15,749 0 211
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -274)
0 0 0 -211 -274 -211 -274 -63 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 0.0 0.0 94.2 98.7 100.0 98.7 0.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 13 12 15 12
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,543
COMMITMENTS
1,192 0 866 16,203 17,561 18,261 18,427 282 116
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 30)
-10 0 10 10 260 10 270 20 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 0.0 4.7 87.4 94.7 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 18 24 19 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,942
COMMITMENTS
1,856 40 150 12,888 14,922 14,894 15,112 1,048 830
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -95)
0 40 0 -175 -255 -175 -215 80 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 0.3 0.9 80.8 93.6 93.4 94.8 6.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 16 13 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,976
COMMITMENTS
712 0 1,002 24,506 25,580 26,220 26,582 756 394
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 40)
-10 0 0 50 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 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 27 23 29 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,126
COMMITMENTS
0 1,052 1,840 25,792 25,000 27,632 27,892 494 234
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 134)
0 0 0 134 134 134 134 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 6.5 91.7 88.9 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 18 19 20
NYISO ZONE A OFF PK LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465P
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 5,774
COMMITMENTS
0 40 20 5,484 5,056 5,504 5,116 270 658
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 0.3 95.0 87.6 95.3 88.6 4.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 13 16 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,314
COMMITMENTS
0 570 560 10,544 9,824 11,104 10,954 210 360
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -28)
0 0 0 92 -20 92 -20 -120 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 4.9 93.2 86.8 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 14 19 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,269,208
COMMITMENTS
178,043 152,004 212,742 809,294 819,492 1200079 1184238 69,129 84,970
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 41,721)
9,709 -8,468 4,185 17,997 36,325 31,891 32,042 9,830 9,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 12.0 16.8 63.8 64.6 94.6 93.3 5.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
73 112 120 84 94 240 256
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,507
COMMITMENTS
25,244 14 3,791 32,292 59,609 61,327 63,414 29,180 27,093
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,254)
-788 14 952 1,508 3,400 1,672 4,366 1,582 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 0.0 4.2 35.7 65.9 67.8 70.1 32.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 5 14 14 20 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 26,385
COMMITMENTS
0 0 0 26,385 26,335 26,385 26,335 0 50
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 2,717)
0 0 0 2,717 2,717 2,717 2,717 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: 22)
0 0 0 18 17 18 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,210
COMMITMENTS
3,450 8,494 17,193 28,851 23,656 49,494 49,343 5,716 5,867
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 833)
-248 -390 194 557 155 503 -41 330 874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 15.4 31.1 52.3 42.8 89.6 89.4 10.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 6 14 15 15 30 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,344
COMMITMENTS
9,147 2,500 265 5,124 14,014 14,536 16,779 2,808 565
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,772)
887 25 6 944 1,542 1,837 1,573 -65 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 14.4 1.5 29.5 80.8 83.8 96.7 16.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
72 8 3 21 27 96 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,289
COMMITMENTS
6,781 1,435 396 2,445 9,192 9,622 11,023 2,667 1,266
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,381)
870 68 139 -18 909 991 1,116 390 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 11.7 3.2 19.9 74.8 78.3 89.7 21.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
33 8 3 12 23 48 34
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 161,259
COMMITMENTS
31,850 9,985 9,717 104,233 130,891 145,800 150,593 15,459 10,666
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,988)
-2,393 -5,882 -203 -3,923 3,908 -6,519 -2,177 2,531 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 6.2 6.0 64.6 81.2 90.4 93.4 9.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
49 17 25 74 80 131 117
Updated March 2, 2007