GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,599
COMMITMENTS
1,650 0 175 5,574 8,324 7,399 8,499 1,200 100
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -300)
75 0 -75 -300 -275 -300 -350 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 0.0 2.0 64.8 96.8 86.0 98.8 14.0 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 2 16 16 18 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,856
COMMITMENTS
0 5,252 21 14,405 7,972 14,426 13,245 430 1,611
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,976)
0 -1,307 0 -1,902 -566 -1,902 -1,873 -74 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 35.4 0.1 97.0 53.7 97.1 89.2 2.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 29 26 30 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,876
COMMITMENTS
0 15 40 2,376 2,281 2,416 2,336 460 540
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -672)
0 -15 -70 -723 -723 -793 -808 121 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 1.4 82.6 79.3 84.0 81.2 16.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 23 24 24 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,697
COMMITMENTS
40,546 23,390 25,842 114,884 136,996 181,272 186,228 30,425 25,469
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,196)
5,549 -3,769 -1,465 -5,056 4,335 -972 -899 -224 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 11.0 12.2 54.3 64.7 85.6 88.0 14.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 27 31 62 66 122 107
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 773,909
COMMITMENTS
76,788 94,171 277,133 359,091 372,578 713,012 743,882 60,897 30,027
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 17,429)
6,355 2,595 12,197 344 3,918 18,896 18,710 -1,467 -1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 12.2 35.8 46.4 48.1 92.1 96.1 7.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
57 69 67 80 69 184 165
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,063
COMMITMENTS
2,431 14,174 2,793 72,802 64,599 78,026 81,566 10,037 6,497
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,225)
-85 -13 -279 -5,686 -5,554 -6,050 -5,846 -175 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 16.1 3.2 82.7 73.4 88.6 92.6 11.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 2 21 20 23 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,923
COMMITMENTS
0 443 4,557 57,582 54,347 62,139 59,347 7,784 10,576
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 241)
-279 374 -783 4,825 1,267 3,763 858 -3,522 -617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 6.5 82.4 77.7 88.9 84.9 11.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 24 20 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,139
COMMITMENTS
11,177 469 6,065 94,251 107,603 111,493 114,137 8,646 6,002
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,843)
-1,297 -459 285 -5,383 -5,299 -6,395 -5,473 -1,448 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.4 5.0 78.5 89.6 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 26 31 31 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,350
COMMITMENTS
11,313 3,117 12,530 57,274 69,640 81,117 85,287 11,233 7,063
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,046)
-9,887 -804 5,831 8,830 -1,960 4,774 3,067 -2,728 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 3.4 13.6 62.0 75.4 87.8 92.4 12.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 19 21 23 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,198
COMMITMENTS
7,057 97 6,272 62,513 67,764 75,842 74,133 4,356 6,065
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,753)
-978 97 -704 -5,761 -4,697 -7,443 -5,304 690 -1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.1 7.8 77.9 84.5 94.6 92.4 5.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 17 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,781
COMMITMENTS
9,876 0 2,220 48,141 56,438 60,237 58,658 5,544 7,123
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,143)
637 0 -131 -7,424 -5,734 -6,918 -5,865 775 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.0 3.4 73.2 85.8 91.6 89.2 8.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 19 22 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,699
COMMITMENTS
1,785 863 4,166 77,244 75,528 83,195 80,557 6,504 9,142
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,103)
-1,244 -28 -733 1,972 -104 -5 -865 -2,098 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 1.0 4.6 86.1 84.2 92.7 89.8 7.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 2 22 27 25 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,764
COMMITMENTS
1,216 10,022 2,587 70,792 62,761 74,595 75,370 12,169 11,394
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -4,294)
720 2,314 355 -4,737 -8,059 -3,662 -5,390 -632 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 11.6 3.0 81.6 72.3 86.0 86.9 14.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 20 18 23 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,058
COMMITMENTS
6,604 2,692 700 25,873 25,970 33,177 29,362 2,881 6,696
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,119)
-320 124 -677 -1,794 -1,388 -2,791 -1,941 -328 -1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 7.5 1.9 71.8 72.0 92.0 81.4 8.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 11 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,547
COMMITMENTS
9,983 513 2,791 60,759 68,911 73,533 72,215 5,014 6,332
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,321)
536 -274 -2 -2,435 -377 -1,901 -653 580 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 0.7 3.6 77.4 87.7 93.6 91.9 6.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 25 21 28 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,897
COMMITMENTS
5,658 12,419 5,048 93,877 82,148 104,583 99,615 10,314 15,282
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,661)
-1,284 -4,284 -180 -7,488 -3,214 -8,952 -7,678 1,291 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 10.8 4.4 81.7 71.5 91.0 86.7 9.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 4 3 25 26 28 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,258
COMMITMENTS
0 4,962 1,474 46,703 43,495 48,177 49,931 11,081 9,327
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,825)
0 -1,724 37 -2,175 -1,488 -2,138 -3,175 -1,687 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.4 2.5 78.8 73.4 81.3 84.3 18.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 20 21 22
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,634
COMMITMENTS
2,037 18,133 18,782 127,163 116,549 147,982 153,464 11,652 6,170
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -9,696)
-782 -3,120 2,515 -9,564 -9,189 -7,831 -9,794 -1,865 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 11.4 11.8 79.7 73.0 92.7 96.1 7.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 7 7 36 36 43 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,507
COMMITMENTS
12 6,437 3,712 78,520 68,740 82,244 78,889 6,263 9,618
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,916)
-2,971 1,208 -804 -3,971 -4,372 -7,746 -3,968 830 -2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 4.2 88.7 77.7 92.9 89.1 7.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 22 21 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,305
COMMITMENTS
6,080 8,852 0 52,142 47,245 58,222 56,097 2,083 4,208
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,065)
6,080 -1,920 0 -6,842 1,520 -762 -400 -303 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 14.7 0.0 86.5 78.3 96.5 93.0 3.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 0 13 16 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,703
COMMITMENTS
15,283 1,565 4,681 240,925 253,520 260,889 259,766 9,814 10,937
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -10,939)
1,399 708 -3,392 -9,668 -9,552 -11,661 -12,236 722 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 0.6 1.7 89.0 93.7 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 2 5 41 44 46 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,230
COMMITMENTS
6,254 7,618 14,796 141,397 147,262 162,447 169,676 15,783 8,554
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -8,544)
-781 -519 -837 -8,564 -8,120 -10,182 -9,476 1,638 932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 4.3 8.3 79.3 82.6 91.1 95.2 8.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 36 31 40 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,459
COMMITMENTS
8,876 8,148 10,414 129,452 144,416 148,742 162,978 24,717 10,481
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -14,753)
-845 2,629 -4,170 -11,101 -10,447 -16,116 -11,988 1,363 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 4.7 6.0 74.6 83.3 85.8 94.0 14.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 5 33 34 39 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,352
COMMITMENTS
0 2,263 2,357 38,014 37,125 40,371 41,745 13,981 12,607
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,975)
0 -1,909 670 -6,697 -2,149 -6,027 -3,388 3,052 413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.2 4.3 69.9 68.3 74.3 76.8 25.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 16 18 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 239,438
COMMITMENTS
30,381 7,512 19,826 171,129 193,517 221,336 220,855 18,102 18,583
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -15,487)
-1,513 1,616 -4,690 -11,899 -19,223 -18,102 -22,297 2,615 6,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 3.1 8.3 71.5 80.8 92.4 92.2 7.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 2 5 37 37 46 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,288
COMMITMENTS
1,700 3,681 4,660 50,068 46,694 56,428 55,035 6,860 8,253
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -3,652)
228 -750 -243 -3,214 -1,267 -3,229 -2,260 -423 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 5.8 7.4 79.1 73.8 89.2 87.0 10.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 23 24 26 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,478,250
COMMITMENTS
234,587 43,640 768,663 1442801 1651805 2446051 2464108 32,199 14,142
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -92,593)
37,036 -22,420 -41,300 -84,753 -26,300 -89,017 -90,020 -3,576 -2,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 1.8 31.0 58.2 66.7 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 18 43 100 89 148 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,058,225
COMMITMENTS
113,555 301,715 186,398 755,211 566,360 1055164 1054473 3,061 3,752
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 64,562)
10,475 22,527 19,490 34,555 22,064 64,520 64,081 42 481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 28.5 17.6 71.4 53.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 18 27 40 39 74 70
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,548
COMMITMENTS
1,728 613 1,466 35,450 36,847 38,644 38,926 904 622
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -35)
-359 -335 491 -206 -212 -74 -56 39 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 1.6 3.7 89.6 93.2 97.7 98.4 2.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 2 5 32 33 41 38
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,547
COMMITMENTS
898 0 638 14,968 15,700 16,504 16,338 43 209
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,072)
88 0 -88 -1,050 -962 -1,050 -1,050 -22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 0.0 3.9 90.5 94.9 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 14 19 15 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,184
COMMITMENTS
1,704 0 174 13,769 15,296 15,647 15,470 537 714
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -610)
18 0 -18 -816 -550 -816 -568 206 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 0.0 1.1 85.1 94.5 96.7 95.6 3.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 18 16 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,533
COMMITMENTS
834 370 124 10,923 11,877 11,881 12,371 652 162
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -792)
-126 -14 -10 -572 -768 -708 -792 -84 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 3.0 1.0 87.2 94.8 94.8 98.7 5.2 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 14 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,656
COMMITMENTS
1,122 90 326 26,514 28,750 27,962 29,166 1,694 490
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -879)
149 -10 -177 -1,385 -660 -1,413 -847 534 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.3 1.1 89.4 96.9 94.3 98.3 5.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 20 22 23 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,400
COMMITMENTS
340 604 1,380 24,886 24,858 26,606 26,842 794 558
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 244)
60 -100 -140 326 340 246 100 -2 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 2.2 5.0 90.8 90.7 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,928
COMMITMENTS
0 748 552 8,665 8,042 9,217 9,342 711 586
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -578)
0 460 0 -507 -988 -507 -528 -71 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.5 5.6 87.3 81.0 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,423,761
COMMITMENTS
180,566 125,651 264,951 897,214 947,336 1342731 1337938 81,030 85,823
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 35,171)
99 -19,572 4,928 19,048 36,470 24,075 21,826 11,096 13,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 8.8 18.6 63.0 66.5 94.3 94.0 5.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
91 89 138 93 98 266 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 91,113
COMMITMENTS
22,271 10,865 2,501 40,811 41,895 65,583 55,261 25,530 35,852
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,244)
-1,640 1,334 -662 -3,332 -4,663 -5,634 -3,991 -610 -2,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 11.9 2.7 44.8 46.0 72.0 60.7 28.0 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 14 13 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,819
COMMITMENTS
0 150 0 14,819 14,669 14,819 14,819 0 0
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -4,026)
0 100 0 -3,876 -4,126 -3,876 -4,026 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 0.0 100.0 99.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 22 19 22 21
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 73,901
COMMITMENTS
2,990 16,584 21,658 43,660 29,901 68,308 68,143 5,593 5,758
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,026)
24 606 1,267 1,337 850 2,628 2,723 398 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 22.4 29.3 59.1 40.5 92.4 92.2 7.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 12 17 17 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,107
COMMITMENTS
11,693 1,478 71 3,550 16,274 15,314 17,823 2,793 284
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,225)
-681 -871 -483 -392 0 -1,556 -1,354 331 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.6 8.2 0.4 19.6 89.9 84.6 98.4 15.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
72 11 4 20 25 96 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,730
COMMITMENTS
9,635 923 535 1,927 12,434 12,097 13,892 2,633 838
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -8)
152 -100 14 39 -8 205 -94 -213 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 6.3 3.6 13.1 84.4 82.1 94.3 17.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 7 6 9 27 52 40
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,752
COMMITMENTS
46,489 14,133 12,079 90,336 125,019 148,904 151,231 19,848 17,521
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,166)
643 -3,095 1,488 -9,498 -5,428 -7,367 -7,035 201 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 8.4 7.2 53.5 74.1 88.2 89.6 11.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
66 23 31 74 87 154 129
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,010
COMMITMENTS
0 150 0 2,990 2,860 2,990 3,010 20 0
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -110)
0 150 0 -110 -160 -110 -10 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.0 0.0 99.3 95.0 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 14 13 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,475
COMMITMENTS
300 75 0 3,175 3,250 3,475 3,325 0 150
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -525)
0 0 0 -525 -525 -525 -525 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.2 0.0 91.4 93.5 100.0 95.7 0.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 11 13 12 14
Updated June 8, 2007