GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,620
COMMITMENTS
625 243 275 3,570 4,807 4,470 5,325 1,150 295
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 500)
300 0 0 200 255 500 255 0 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 4.3 4.9 63.5 85.5 79.5 94.8 20.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 1 16 14 17 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,972
COMMITMENTS
453 7,010 89 14,015 6,280 14,557 13,379 415 1,593
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 100)
-25 25 0 125 75 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 46.8 0.6 93.6 41.9 97.2 89.4 2.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 1 26 27 29 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,431
COMMITMENTS
0 75 0 1,796 1,716 1,796 1,791 635 640
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 83)
0 0 0 64 111 64 111 19 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.1 0.0 73.9 70.6 73.9 73.7 26.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 19 25 19 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,792
COMMITMENTS
21,398 24,943 20,070 143,923 139,178 185,391 184,191 27,401 28,601
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,894)
-1,825 1,973 214 5,156 173 3,545 2,360 -651 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 11.7 9.4 67.6 65.4 87.1 86.6 12.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 30 31 64 72 108 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 768,922
COMMITMENTS
80,665 95,296 267,595 353,484 370,105 701,744 732,996 67,178 35,926
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 13,389)
297 13,388 5,918 1,874 -11,839 8,089 7,467 5,300 5,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 12.4 34.8 46.0 48.1 91.3 95.3 8.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
47 68 73 79 70 174 170
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,869
COMMITMENTS
2,680 15,040 2,809 73,839 63,075 79,328 80,924 12,541 10,945
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 502)
613 -223 276 -235 171 654 224 -152 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 16.4 3.1 80.4 68.7 86.3 88.1 13.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 18 16 21 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,802
COMMITMENTS
0 3,981 2,313 42,187 35,610 44,500 41,904 10,302 12,898
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 6,394)
0 -1,744 1,200 5,130 6,938 6,330 6,394 64 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 4.2 77.0 65.0 81.2 76.5 18.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 20 17 21 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,805
COMMITMENTS
9,071 676 5,676 89,798 103,342 104,545 109,694 15,260 10,111
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 540)
0 -856 0 -648 2,930 -648 2,074 1,188 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.6 4.7 75.0 86.3 87.3 91.6 12.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 17 23 20 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,486
COMMITMENTS
18,256 0 0 39,206 55,425 57,462 55,425 9,024 11,061
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 88)
0 0 0 1,096 240 1,096 240 -1,008 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 0.0 0.0 59.0 83.4 86.4 83.4 13.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 17 16 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,204
COMMITMENTS
1,638 3,076 5,135 66,557 63,786 73,330 71,997 5,874 7,207
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -115)
-543 -95 5 607 -639 69 -729 -184 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 3.9 6.5 84.0 80.5 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 18 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,351
COMMITMENTS
5,611 1,006 2,683 52,523 57,236 60,817 60,925 7,534 7,426
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -549)
2,118 60 -593 -1,706 44 -181 -489 -368 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 1.5 3.9 76.8 83.7 89.0 89.1 11.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 19 16 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,512
COMMITMENTS
3,260 2,019 3,897 68,089 70,686 75,246 76,602 10,266 8,910
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,898)
60 -850 502 540 1,818 1,102 1,470 796 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 2.4 4.6 79.6 82.7 88.0 89.6 12.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 18 27 21 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,259
COMMITMENTS
0 6,401 3,707 71,742 68,446 75,449 78,554 13,810 10,705
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,242)
0 510 366 1,776 1,610 2,142 2,486 100 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.2 4.2 80.4 76.7 84.5 88.0 15.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 18 18 20 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,588
COMMITMENTS
4,696 2,325 589 45,148 47,081 50,433 49,995 9,155 9,593
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 817)
0 -146 -124 -437 175 -561 -95 1,378 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 3.9 1.0 75.8 79.0 84.6 83.9 15.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 20 17 22 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,955
COMMITMENTS
5,998 7,414 5,285 94,651 89,678 105,934 102,377 9,021 12,578
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,330)
1,337 -840 407 2,556 2,997 4,300 2,564 30 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 6.4 4.6 82.3 78.0 92.2 89.1 7.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 24 21 28 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,883
COMMITMENTS
0 9,719 644 41,421 41,310 42,065 51,673 17,818 8,210
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 948)
0 146 24 1,144 142 1,168 312 -220 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.2 1.1 69.2 69.0 70.2 86.3 29.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 12 14 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,801
COMMITMENTS
3,852 21,112 10,476 142,367 133,541 156,695 165,129 15,106 6,672
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,002)
0 -404 300 -1,950 -836 -1,650 -940 648 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 12.3 6.1 82.9 77.7 91.2 96.1 8.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 6 36 37 42 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,244
COMMITMENTS
1,241 4,744 1,897 69,307 62,396 72,445 69,037 8,799 12,207
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 697)
-1,531 318 771 846 2,295 86 3,384 611 -2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 5.8 2.3 85.3 76.8 89.2 85.0 10.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 17 15 19 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 282,830
COMMITMENTS
14,176 723 8,208 245,360 262,374 267,744 271,305 15,086 11,525
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 6,461)
1,304 0 1,404 2,653 3,416 5,361 4,820 1,100 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.3 2.9 86.8 92.8 94.7 95.9 5.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 5 35 38 40 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,299
COMMITMENTS
10,377 14,117 15,797 129,697 134,126 155,871 164,040 14,428 6,259
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 3,933)
3,042 -155 478 1,647 3,790 5,167 4,113 -1,234 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.3 9.3 76.2 78.8 91.5 96.3 8.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 4 4 36 30 40 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,690
COMMITMENTS
12,120 10,871 7,821 145,570 146,157 165,511 164,849 17,179 17,841
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -79)
-980 2,797 -2,067 4,375 -2,918 1,328 -2,188 -1,407 2,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 6.0 4.3 79.7 80.0 90.6 90.2 9.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 5 5 29 31 35 37
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,602
COMMITMENTS
0 2,644 2,459 33,934 30,762 36,393 35,865 11,209 11,737
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.6 5.2 71.3 64.6 76.5 75.3 23.5 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 242,955
COMMITMENTS
19,264 4,982 22,423 186,295 197,563 227,982 224,968 14,973 17,987
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 10,273)
-2,914 665 1,682 9,873 6,968 8,641 9,315 1,632 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 2.1 9.2 76.7 81.3 93.8 92.6 6.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 6 37 35 43 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,710
COMMITMENTS
190 5,956 2,832 51,753 41,218 54,775 50,006 6,935 11,704
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -925)
190 -1,038 -4 627 -130 813 -1,172 -1,738 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 9.7 4.6 83.9 66.8 88.8 81.0 11.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 23 19 25 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,710,404
COMMITMENTS
267,183 115,216 860,681 1548172 1718215 2676036 2694112 34,368 16,292
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 30,685)
1,478 693 21,654 7,817 9,038 30,949 31,385 -264 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 4.3 31.8 57.1 63.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
33 16 42 103 89 148 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 860,765
COMMITMENTS
134,411 307,024 87,987 633,023 461,006 855,421 856,017 5,344 4,748
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 30,272)
4,310 62,364 -8,824 35,160 -24,392 30,646 29,148 -374 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 35.7 10.2 73.5 53.6 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 16 28 36 33 69 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 36,112
COMMITMENTS
2,607 984 1,147 31,907 33,701 35,661 35,832 451 280
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 182)
-320 -10 60 442 172 182 222 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 2.7 3.2 88.4 93.3 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 4 38 35 44 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,212
COMMITMENTS
596 0 940 17,676 18,038 19,212 18,978 0 234
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 42)
0 0 0 171 126 171 126 -129 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.0 4.9 92.0 93.9 100.0 98.8 0.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 14 15 15 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,056
COMMITMENTS
852 0 0 14,161 14,865 15,013 14,865 43 191
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.0 0.0 94.1 98.7 99.7 98.7 0.3 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 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,783
COMMITMENTS
1,590 0 468 15,415 17,179 17,473 17,647 310 136
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 266 50 266 50 -216 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 2.6 86.7 96.6 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 18 20 19 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,903
COMMITMENTS
1,595 40 100 12,138 14,081 13,833 14,221 1,070 682
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -90)
-40 0 0 -190 -80 -230 -80 140 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.3 0.7 81.4 94.5 92.8 95.4 7.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 13 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,048
COMMITMENTS
888 0 802 23,642 24,904 25,332 25,706 716 342
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 218)
0 0 0 218 218 218 218 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 3.1 90.8 95.6 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 23 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,010
COMMITMENTS
0 896 1,760 24,780 23,920 26,540 26,576 470 434
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 120)
0 0 0 120 120 120 120 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.3 6.5 91.7 88.6 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,726
COMMITMENTS
0 440 560 10,014 9,606 10,574 10,606 152 120
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 160 0 160 0 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.1 5.2 93.4 89.6 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 14 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,322,242
COMMITMENTS
172,387 135,273 236,274 841,942 863,258 1250603 1234805 71,639 87,437
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 47,048)
305 -486 6,336 28,290 30,054 34,931 35,904 12,117 11,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.2 17.9 63.7 65.3 94.6 93.4 5.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
72 114 127 95 99 256 268
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 90,753
COMMITMENTS
25,636 2,138 3,565 37,425 56,180 66,626 61,883 24,127 28,870
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 3,456)
363 900 829 7,969 -618 9,161 1,111 -5,705 2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 2.4 3.9 41.2 61.9 73.4 68.2 26.6 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 2 4 14 13 20 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,760
COMMITMENTS
0 0 0 23,760 23,710 23,760 23,710 0 50
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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: 21)
0 0 0 18 16 18 16
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 56,946
COMMITMENTS
2,959 8,920 18,557 29,987 23,654 51,503 51,131 5,443 5,815
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,017)
-286 689 441 886 -90 1,041 1,040 -24 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 15.7 32.6 52.7 41.5 90.4 89.8 9.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 16 15 15 32 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,502
COMMITMENTS
8,973 1,953 2 4,263 13,235 13,238 15,190 2,264 312
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -110)
232 2 -57 10 205 185 150 -295 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.9 12.6 0.0 27.5 85.4 85.4 98.0 14.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
62 8 1 19 26 82 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,704
COMMITMENTS
5,724 710 350 2,396 8,694 8,470 9,754 2,234 950
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -274)
203 -79 38 -40 102 201 61 -475 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 6.6 3.3 22.4 81.2 79.1 91.1 20.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
36 5 5 10 21 48 30
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 167,680
COMMITMENTS
35,776 8,280 11,342 103,546 134,800 150,664 154,422 17,016 13,258
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,498)
-82 -418 1,076 -3,046 -2,670 -2,052 -2,012 3,550 3,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.9 6.8 61.8 80.4 89.9 92.1 10.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
44 20 31 72 90 132 130
Updated March 16, 2007