GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,235
COMMITMENTS
750 0 225 6,060 7,540 7,035 7,765 1,200 470
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 900)
0 0 0 900 850 900 850 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.0 2.7 73.6 91.6 85.4 94.3 14.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 17 15 18 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,537
COMMITMENTS
150 7,103 21 14,901 6,799 15,072 13,923 465 1,614
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 885)
-175 25 0 1,060 860 885 885 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 45.7 0.1 95.9 43.8 97.0 89.6 3.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 1 24 26 26 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,851
COMMITMENTS
0 85 30 2,202 2,159 2,232 2,274 619 577
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 165)
0 40 5 80 70 85 115 80 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.0 1.1 77.2 75.7 78.3 79.8 21.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 23 23 24 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 216,026
COMMITMENTS
29,039 22,683 27,263 130,846 139,626 187,148 189,572 28,878 26,454
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 13,589)
-6,603 1,445 5,094 16,894 7,408 15,385 13,947 -1,796 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 10.5 12.6 60.6 64.6 86.6 87.8 13.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 33 29 63 68 114 117
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 755,276
COMMITMENTS
74,185 101,170 254,350 359,727 366,751 688,262 722,271 67,014 33,005
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,838)
-10,375 -1,932 -2,533 20,402 7,589 7,494 3,124 -3,656 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 13.4 33.7 47.6 48.6 91.1 95.6 8.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
48 64 72 80 70 178 164
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,380
COMMITMENTS
3,059 15,287 2,842 73,577 62,405 79,478 80,534 11,902 10,846
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 118)
304 -4 -209 -1,161 -37 -1,066 -250 1,184 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 16.7 3.1 80.5 68.3 87.0 88.1 13.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 3 2 17 16 19 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,586
COMMITMENTS
1,771 1,860 2,977 43,481 40,139 48,229 44,976 9,357 12,610
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,688)
768 764 122 355 -2,336 1,245 -1,450 443 3,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 3.2 5.2 75.5 69.7 83.8 78.1 16.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 21 18 23 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,464
COMMITMENTS
7,542 2,927 6,863 97,200 103,809 111,605 113,599 9,859 7,865
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -800)
-536 -769 -1,691 1,795 1,292 -432 -1,168 -368 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.4 5.7 80.0 85.5 91.9 93.5 8.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 4 21 25 25 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,758
COMMITMENTS
26,431 10,316 1,284 43,393 58,951 71,108 70,551 10,650 11,207
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,991)
0 -1,776 488 1,073 3,917 1,561 2,629 430 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 12.6 1.6 53.1 72.1 87.0 86.3 13.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 17 15 20 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,358
COMMITMENTS
2,357 472 7,154 64,297 63,419 73,808 71,045 4,550 7,313
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,224)
-68 -2,906 2,221 461 3,929 2,614 3,244 610 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.6 9.1 82.1 80.9 94.2 90.7 5.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 16 18 20 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,531
COMMITMENTS
5,670 0 2,693 50,992 58,070 59,355 60,763 8,176 6,768
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 649)
-407 0 362 -2,380 671 -2,425 1,033 3,074 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.0 4.0 75.5 86.0 87.9 90.0 12.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 19 21 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,916
COMMITMENTS
2,576 4,820 5,102 70,049 66,457 77,727 76,379 11,189 12,537
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 2,360)
0 3,844 -1,305 2,936 -2,577 1,631 -38 729 2,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 5.4 5.7 78.8 74.7 87.4 85.9 12.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 20 25 25 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,570
COMMITMENTS
0 7,619 2,390 66,148 62,626 68,538 72,635 17,032 12,935
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 84)
0 732 -441 -3,005 -2,278 -3,446 -1,987 3,530 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.9 2.8 77.3 73.2 80.1 84.9 19.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 16 20 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,386
COMMITMENTS
7,444 1,822 1,452 44,957 46,965 53,853 50,239 6,533 10,147
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,256)
2,432 303 -551 3,399 4,480 5,280 4,232 -2,024 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 3.0 2.4 74.4 77.8 89.2 83.2 10.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 2 24 19 28 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,639
COMMITMENTS
5,223 11,035 7,074 94,485 79,166 106,782 97,275 9,857 19,364
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 51)
-1,699 -363 871 418 -1,411 -410 -903 461 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 9.5 6.1 81.0 67.9 91.5 83.4 8.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 3 23 21 27 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,696
COMMITMENTS
0 8,215 1,396 41,655 41,890 43,051 51,501 19,645 11,195
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,597)
0 165 -57 -2,799 653 -2,856 761 4,453 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.1 2.2 66.4 66.8 68.7 82.1 31.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 16 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,437
COMMITMENTS
4,566 23,118 12,349 139,681 129,402 156,596 164,869 14,841 6,568
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -377)
-1,371 -1,712 80 -2,112 985 -3,403 -647 3,026 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 13.5 7.2 81.5 75.5 91.3 96.2 8.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 6 7 35 33 42 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,496
COMMITMENTS
2,259 7,840 3,325 78,285 60,758 83,869 71,923 6,627 18,573
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,922)
232 -905 -698 6,051 946 5,585 -657 -1,663 4,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 8.7 3.7 86.5 67.1 92.7 79.5 7.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 19 16 22 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 287,893
COMMITMENTS
17,525 3,002 7,792 245,738 261,211 271,055 272,005 16,838 15,888
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 7,434)
4,503 1,844 -926 1,881 4,060 5,458 4,978 1,976 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 1.0 2.7 85.4 90.7 94.2 94.5 5.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 5 5 38 41 45 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,504
COMMITMENTS
8,600 8,731 16,293 139,669 143,857 164,562 168,881 15,942 11,623
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 4,994)
-2,352 -1,169 307 7,015 -500 4,970 -1,362 24 6,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 4.8 9.0 77.4 79.7 91.2 93.6 8.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 5 34 32 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,127
COMMITMENTS
9,278 3,808 9,837 134,533 130,135 153,648 143,780 22,479 32,347
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -967)
209 532 16 343 -16,757 568 -16,209 -1,535 15,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 2.2 5.6 76.4 73.9 87.2 81.6 12.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 3 27 31 31 35
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,750
COMMITMENTS
0 4,920 2,012 33,864 33,146 35,876 40,078 13,874 9,672
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -12)
0 -182 139 -3,308 430 -3,169 387 3,157 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 4.0 68.1 66.6 72.1 80.6 27.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 16 16 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 251,944
COMMITMENTS
27,465 5,516 21,773 180,569 197,576 229,807 224,865 22,137 27,079
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,350)
1,050 -1,536 1,379 -7,726 -7,518 -5,297 -7,675 8,647 11,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 2.2 8.6 71.7 78.4 91.2 89.3 8.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 3 8 35 35 44 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,503
COMMITMENTS
911 6,186 1,920 53,196 43,419 56,027 51,525 6,476 10,978
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,334)
531 980 244 927 966 1,702 2,190 -368 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 9.9 3.1 85.1 69.5 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 23 21 25 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,577,400
COMMITMENTS
199,983 56,670 838,214 1510196 1667719 2548393 2562603 29,007 14,797
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 10,894)
-2,179 6,412 343 11,830 4,404 9,994 11,159 900 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 2.2 32.5 58.6 64.7 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 19 42 108 93 154 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,048,953
COMMITMENTS
138,362 315,970 156,281 749,346 573,479 1043989 1045730 4,964 3,223
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 126,461)
-5,016 22,264 51,981 80,020 52,271 126,985 126,516 -524 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 30.1 14.9 71.4 54.7 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
25 11 29 37 35 71 66
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,688
COMMITMENTS
2,205 1,000 1,113 32,049 33,255 35,367 35,368 321 320
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 634)
-180 0 0 774 594 594 594 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.8 3.1 89.8 93.2 99.1 99.1 0.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 6 38 35 46 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,428
COMMITMENTS
726 42 810 16,827 17,345 18,363 18,197 65 231
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 0.2 4.4 91.3 94.1 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 14 19 15 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,136
COMMITMENTS
1,528 0 290 15,011 16,348 16,829 16,638 307 498
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 1.7 87.6 95.4 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 16 20 17 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,300
COMMITMENTS
1,087 60 120 11,979 13,378 13,186 13,558 1,114 742
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -8 0 -8 0 8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.4 0.8 83.8 93.6 92.2 94.8 7.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,330
COMMITMENTS
878 0 622 27,142 28,416 28,642 29,038 688 292
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 358)
40 0 0 258 358 298 358 60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 2.1 92.5 96.9 97.7 99.0 2.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 25 23 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,884
COMMITMENTS
240 720 1,660 25,474 25,090 27,374 27,470 510 414
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 610)
120 0 0 420 610 540 610 70 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.6 6.0 91.4 90.0 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 16 21 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,800
COMMITMENTS
0 460 560 9,844 9,578 10,404 10,598 396 202
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 80)
0 0 0 80 60 80 60 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 5.2 91.1 88.7 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 14 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,309,533
COMMITMENTS
206,586 125,771 241,827 787,440 863,540 1235853 1231138 73,680 78,395
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -16,870)
4,219 -1,412 990 -17,717 -13,628 -12,508 -14,050 -4,362 -2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.6 18.5 60.1 65.9 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
101 95 134 93 92 270 262
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,335
COMMITMENTS
0 0 0 22,335 22,285 22,335 22,285 0 50
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 750)
0 0 0 750 750 750 750 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 17 16 17 16
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 61,958
COMMITMENTS
1,798 10,155 19,222 34,698 25,420 55,718 54,797 6,240 7,161
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 7,177)
-766 -966 3,917 3,404 3,561 6,555 6,512 622 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 16.4 31.0 56.0 41.0 89.9 88.4 10.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 14 15 14 29 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,857
COMMITMENTS
12,094 2,323 80 3,801 16,143 15,975 18,546 2,882 311
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 2,520)
2,601 342 48 -244 2,097 2,405 2,487 115 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 12.3 0.4 20.2 85.6 84.7 98.4 15.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
86 8 2 13 27 101 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,788
COMMITMENTS
9,385 1,409 0 1,966 11,634 11,351 13,043 2,437 745
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,104)
1,318 -317 -110 -29 1,517 1,179 1,090 -75 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 10.2 0.0 14.3 84.4 82.3 94.6 17.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
46 9 0 9 26 55 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 178,170
COMMITMENTS
40,755 10,185 10,802 107,620 141,012 159,177 161,999 18,993 16,171
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 13,857)
-1,511 1,453 853 14,384 11,246 13,726 13,552 131 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 5.7 6.1 60.4 79.1 89.3 90.9 10.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
53 21 30 79 94 148 134
Updated April 20, 2007