GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,664
COMMITMENTS
1,175 0 325 4,964 7,289 6,464 7,614 1,200 50
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -165)
425 0 100 -690 -265 -165 -165 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 0.0 4.2 64.8 95.1 84.3 99.3 15.7 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 16 13 18 15
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,607
COMMITMENTS
75 6,354 21 14,071 6,657 14,167 13,032 440 1,575
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -1,722)
0 -1,124 0 -1,697 -559 -1,697 -1,683 -25 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 43.5 0.1 96.3 45.6 97.0 89.2 3.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 28 26 30 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,041
COMMITMENTS
0 22 7 1,752 1,580 1,759 1,609 282 432
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.1 0.3 85.8 77.4 86.2 78.8 13.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 20 18 21 19
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,400
COMMITMENTS
0 90 30 2,691 2,531 2,721 2,651 679 749
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 306)
0 -5 10 463 300 473 305 -167 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 0.9 79.1 74.4 80.0 78.0 20.0 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 1 1 26 28 27 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 208,747
COMMITMENTS
32,440 22,715 28,936 119,647 133,051 181,023 184,702 27,724 24,045
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,787)
5,785 1,707 1,231 -8,339 -2,771 -1,323 167 -2,464 -3,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 10.9 13.9 57.3 63.7 86.7 88.5 13.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 29 29 59 66 109 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 733,792
COMMITMENTS
70,113 97,357 242,123 355,545 359,938 667,781 699,418 66,011 34,374
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -12,490)
-3,156 -4,752 -6,016 -1,330 -2,028 -10,502 -12,796 -1,988 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 13.3 33.0 48.5 49.1 91.0 95.3 9.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 67 68 80 68 172 161
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,068
COMMITMENTS
1,846 14,184 3,024 73,951 64,185 78,821 81,393 9,247 6,675
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -4,407)
-975 -700 29 -3,029 -3,152 -3,975 -3,823 -432 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 16.1 3.4 84.0 72.9 89.5 92.4 10.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 19 19 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,044
COMMITMENTS
1,948 1,366 2,663 40,044 41,386 44,655 45,415 11,389 10,629
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -6,642)
962 -184 -1,955 -5,667 -4,930 -6,660 -7,069 18 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 2.4 4.8 71.5 73.8 79.7 81.0 20.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 21 17 23 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,858
COMMITMENTS
11,318 1,566 7,400 94,582 106,402 113,300 115,368 10,558 8,490
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -4,603)
327 -874 452 -5,407 -4,444 -4,628 -4,866 25 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 1.3 6.0 76.4 85.9 91.5 93.1 8.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 21 27 25 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,976
COMMITMENTS
24,607 14,715 3,053 53,343 62,442 81,003 80,210 9,973 10,766
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,839)
-1,824 -1,377 392 3,976 1,617 2,544 632 -705 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 16.2 3.4 58.6 68.6 89.0 88.2 11.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 21 19 25 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,972
COMMITMENTS
2,955 1,119 7,254 62,640 62,917 72,849 71,290 4,123 5,682
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -4,563)
-492 403 -329 -3,987 -3,220 -4,808 -3,146 245 -1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 1.5 9.4 81.4 81.7 94.6 92.6 5.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 4 18 20 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,458
COMMITMENTS
8,257 0 1,885 47,671 53,958 57,813 55,843 4,645 6,615
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -6,719)
1,522 0 -1,083 -6,383 -5,173 -5,944 -6,256 -775 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 0.0 3.0 76.3 86.4 92.6 89.4 7.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 19 20 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,740
COMMITMENTS
2,725 774 6,713 77,710 78,512 87,148 85,999 9,592 10,741
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,469)
149 -2,544 865 -159 2,352 855 673 614 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.8 6.9 80.3 81.2 90.1 88.9 9.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 2 3 25 28 29 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,724
COMMITMENTS
0 7,147 3,096 74,014 69,235 77,110 79,478 11,614 9,246
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,632)
0 865 -452 2,084 913 1,632 1,326 0 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.1 3.5 83.4 78.0 86.9 89.6 13.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 22 21 24 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,887
COMMITMENTS
10,994 355 4,494 45,696 55,712 61,184 60,561 6,703 7,326
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -1,461)
-1,538 -1,513 2,168 -1,464 1,012 -834 1,667 -627 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 0.5 6.6 67.3 82.1 90.1 89.2 9.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 3 24 21 28 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,540
COMMITMENTS
5,468 13,389 6,326 101,180 88,254 112,974 107,969 9,566 14,571
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -689)
-2,763 90 530 2,025 981 -208 1,601 -481 -2,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 10.9 5.2 82.6 72.0 92.2 88.1 7.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 3 26 26 30 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,364
COMMITMENTS
0 8,332 1,382 48,807 43,911 50,189 53,625 14,175 10,739
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,063)
0 995 -278 3,325 1,924 3,047 2,641 -984 -578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.9 2.1 75.8 68.2 78.0 83.3 22.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 17 20 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,225
COMMITMENTS
4,398 22,522 11,234 131,941 120,124 147,573 153,880 11,652 5,345
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -12,750)
-662 -2,376 -1,227 -10,334 -8,678 -12,223 -12,281 -527 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 14.1 7.1 82.9 75.4 92.7 96.6 7.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 8 37 35 45 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,619
COMMITMENTS
1,961 8,625 3,562 76,501 64,444 82,024 76,631 6,595 11,988
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -8,783)
-117 -3,508 -356 -8,425 -5,788 -8,898 -9,652 115 869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 9.7 4.0 86.3 72.7 92.6 86.5 7.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 19 18 23 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 273,428
COMMITMENTS
14,048 593 7,941 238,286 253,991 260,275 262,525 13,153 10,903
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -14,036)
-1,211 -768 -888 -12,036 -11,918 -14,135 -13,574 99 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.2 2.9 87.1 92.9 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 2 6 38 41 45 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,370
COMMITMENTS
7,995 6,279 15,503 132,545 142,623 156,043 164,405 14,327 5,965
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -8,501)
839 -1,020 -1,381 -6,822 -6,520 -7,364 -8,921 -1,137 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 3.7 9.1 77.8 83.7 91.6 96.5 8.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 4 36 34 40 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,333
COMMITMENTS
11,304 3,962 9,050 124,818 138,919 145,172 151,931 22,161 15,402
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -10,026)
2,038 582 -2,063 -10,373 -9,927 -10,398 -11,408 372 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 2.4 5.4 74.6 83.0 86.8 90.8 13.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 2 4 28 30 33 34
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,284
COMMITMENTS
0 3,651 2,131 33,934 29,758 36,065 35,540 12,219 12,744
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -1,560)
0 -417 89 -2,934 -908 -2,845 -1,236 1,285 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 4.4 70.3 61.6 74.7 73.6 25.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 15 17 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 245,071
COMMITMENTS
27,487 7,252 22,028 180,815 199,324 230,330 228,604 14,741 16,467
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -10,794)
-1,419 3,280 -1,084 -6,903 -12,541 -9,406 -10,345 -1,388 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 3.0 9.0 73.8 81.3 94.0 93.3 6.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 4 8 37 37 48 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,536
COMMITMENTS
1,372 6,402 2,998 51,700 42,315 56,070 51,715 6,466 10,821
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,700)
-91 484 -375 -3,472 -3,188 -3,938 -3,079 238 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 10.2 4.8 82.7 67.7 89.7 82.7 10.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 23 21 26 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,492,100
COMMITMENTS
191,577 47,184 811,893 1457057 1619283 2460527 2478360 31,573 13,740
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -100,441)
-1,801 -29,215 -18,796 -81,870 -52,734 -102,467 -100,745 2,026 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.9 32.6 58.5 65.0 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
31 18 42 99 88 145 133
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,033,948
COMMITMENTS
131,441 305,883 163,097 733,978 561,320 1028516 1030300 5,432 3,648
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -37,867)
-27,816 -18,203 -6,299 -3,681 -13,522 -37,796 -38,024 -71 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 29.6 15.8 71.0 54.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 16 29 37 36 68 70
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 35,816
COMMITMENTS
1,981 1,006 936 32,518 33,494 35,435 35,436 381 380
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -488)
-164 24 -189 -175 -363 -528 -528 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 2.8 2.6 90.8 93.5 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 4 6 38 34 46 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| 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 04/24/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,675
COMMITMENTS
1,626 0 192 14,579 15,763 16,397 15,955 278 720
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -461)
98 0 -98 -432 -345 -432 -443 -29 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.0 1.2 87.4 94.5 98.3 95.7 1.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 18 17 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,597
COMMITMENTS
960 60 110 11,757 12,933 12,827 13,103 770 494
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -809)
-127 0 -10 -222 -705 -359 -715 -450 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.4 0.8 86.5 95.1 94.3 96.4 5.7 3.6
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 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,409
COMMITMENTS
963 0 513 26,263 27,614 27,739 28,127 670 282
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -1,329)
85 0 -109 -1,287 -1,170 -1,311 -1,279 -18 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.0 1.8 92.4 97.2 97.6 99.0 2.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 2 24 22 27 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,162
COMMITMENTS
360 664 1,520 24,786 24,594 26,666 26,778 496 384
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -982)
120 -56 -140 -938 -756 -958 -952 -24 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 2.4 5.6 91.3 90.5 98.2 98.6 1.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 17 21 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,422
COMMITMENTS
0 280 520 9,138 8,946 9,658 9,746 764 676
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -418)
0 -180 -40 -746 -672 -786 -892 368 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 5.0 87.7 85.8 92.7 93.5 7.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,341,807
COMMITMENTS
195,239 129,116 245,093 830,557 890,444 1270889 1264653 70,918 77,154
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 25,630)
-4,264 -6,558 5,020 27,708 26,787 28,464 25,249 -2,834 381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 9.6 18.3 61.9 66.4 94.7 94.2 5.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
86 106 131 91 99 256 280
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,245
COMMITMENTS
0 0 0 17,245 17,245 17,245 17,245 0 0
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -4,590)
0 0 0 -4,590 -4,540 -4,590 -4,540 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 0 18 18 18 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,382
COMMITMENTS
2,347 11,039 23,635 39,071 30,891 65,053 65,565 5,329 4,817
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 4,209)
-178 980 1,901 2,299 2,047 4,022 4,928 187 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 15.7 33.6 55.5 43.9 92.4 93.2 7.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 14 17 17 31 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,105
COMMITMENTS
13,710 2,234 317 3,427 17,545 17,454 20,096 2,651 9
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 224)
484 -171 317 -178 414 623 560 -399 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.2 11.1 1.6 17.0 87.3 86.8 100.0 13.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
86 9 5 15 29 106 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,652
COMMITMENTS
9,662 1,104 183 1,871 12,881 11,716 14,168 2,936 484
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -115)
-91 -386 183 -139 322 -47 119 -68 -234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.9 7.5 1.2 12.8 87.9 80.0 96.7 20.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
43 7 2 7 27 52 36
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,418
COMMITMENTS
45,096 11,098 11,383 90,486 128,559 146,965 151,040 18,453 14,378
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -11,625)
5,852 -1,060 258 -18,289 -8,362 -12,179 -9,164 554 -2,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 6.7 6.9 54.7 77.7 88.8 91.3 11.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
62 30 38 69 88 153 138
Updated April 27, 2007