GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,433
COMMITMENTS
1,775 0 75 4,683 7,308 6,533 7,383 900 50
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,345)
100 0 -100 -1,270 -845 -1,270 -945 -75 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 1.0 63.0 98.3 87.9 99.3 12.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 15 16 17 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,862
COMMITMENTS
0 5,346 0 13,442 7,019 13,442 12,365 420 1,497
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -2,932)
0 -1,141 0 -2,897 -1,752 -2,897 -2,893 -35 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.6 0.0 97.0 50.6 97.0 89.2 3.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 0 25 24 25 26
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,952
COMMITMENTS
0 55 20 2,513 2,297 2,533 2,372 419 580
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -838)
0 55 20 -838 -845 -818 -770 -20 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.7 85.1 77.8 85.8 80.4 14.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 24 26 25 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,536
COMMITMENTS
43,496 21,001 30,235 125,887 158,650 199,618 209,886 35,918 25,650
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 2,556)
6,484 610 -194 -3,847 1,664 2,443 2,080 113 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 8.9 12.8 53.4 67.4 84.8 89.1 15.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
40 25 27 54 64 110 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 805,330
COMMITMENTS
85,008 134,721 274,712 384,770 363,603 744,490 773,036 60,840 32,294
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,024)
-1,241 10,519 6,099 518 -9,993 5,376 6,625 -2,352 -3,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.7 34.1 47.8 45.1 92.4 96.0 7.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
68 72 71 84 70 192 177
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,414
COMMITMENTS
2,112 15,095 2,368 69,590 58,512 74,070 75,975 8,344 6,439
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,760)
88 -7 -234 -6,798 -5,796 -6,944 -6,037 1,184 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 18.3 2.9 84.4 71.0 89.9 92.2 10.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 22 21 24 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,494
COMMITMENTS
0 5,431 2,688 63,050 55,551 65,738 63,670 6,756 8,824
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,083)
0 -521 -305 -6,352 -5,243 -6,657 -6,069 -426 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 3.7 87.0 76.6 90.7 87.8 9.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 25 22 27 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,796
COMMITMENTS
13,864 0 5,890 89,128 106,232 108,882 112,122 9,914 6,674
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,716)
4,660 -345 -8 -13,505 -6,646 -8,853 -6,999 1,137 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 0.0 5.0 75.0 89.4 91.7 94.4 8.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 0 5 27 28 32 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,564
COMMITMENTS
12,391 4,230 9,005 64,647 75,923 86,043 89,158 11,521 8,406
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,115)
1,574 -475 -2,191 -7,648 -3,262 -8,265 -5,928 2,150 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 4.3 9.2 66.3 77.8 88.2 91.4 11.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 20 20 25 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,988
COMMITMENTS
8,222 0 6,731 53,654 58,984 68,607 65,715 3,381 6,273
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -11,256)
2,692 -1,057 -1,015 -12,272 -8,533 -10,595 -10,605 -661 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 0.0 9.4 74.5 81.9 95.3 91.3 4.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 0 4 18 18 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,335
COMMITMENTS
8,904 0 1,585 47,416 53,729 57,905 55,314 5,430 8,021
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,600)
-729 0 -406 -3,784 -3,726 -4,919 -4,132 -681 -1,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.0 2.5 74.9 84.8 91.4 87.3 8.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 21 22 23 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,927
COMMITMENTS
3,919 2,998 2,894 72,039 71,024 78,852 76,916 7,075 9,011
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,075)
-767 1,109 257 -5,280 -8,070 -5,790 -6,704 -285 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 3.5 3.4 83.8 82.7 91.8 89.5 8.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 3 22 28 26 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,331
COMMITMENTS
0 3,186 4,887 68,454 68,006 73,341 76,079 13,990 11,252
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,469)
-1,216 -1,962 760 -9,939 -6,687 -10,395 -7,889 2,926 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 5.6 78.4 77.9 84.0 87.1 16.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 3 2 21 18 23 21
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,125
COMMITMENTS
9,102 2,878 400 23,777 25,498 33,279 28,776 3,846 8,349
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,909)
1,733 248 -529 -3,082 -1,385 -1,878 -1,666 -31 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 7.8 1.1 64.0 68.7 89.6 77.5 10.4 22.5
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 OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,656
COMMITMENTS
12,626 0 2,202 60,171 71,922 74,999 74,124 5,657 6,532
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -3,311)
755 -496 -732 -4,600 -3,946 -4,577 -5,174 1,266 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 0.0 2.7 74.6 89.2 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 25 22 28 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,814
COMMITMENTS
5,431 8,803 5,507 92,535 84,167 103,473 98,477 7,341 12,337
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -9,524)
979 601 -1,883 -8,282 -10,563 -9,186 -11,845 -338 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 7.9 5.0 83.5 76.0 93.4 88.9 6.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 29 28 33 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,030
COMMITMENTS
0 3,265 1,385 44,636 41,157 46,021 45,807 10,009 10,223
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,936)
0 -804 203 -3,792 -3,998 -3,589 -4,599 -1,347 -337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 2.5 79.7 73.5 82.1 81.8 17.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,287
COMMITMENTS
2,268 19,176 19,127 113,475 100,413 134,870 138,716 10,417 6,571
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -19,500)
-833 3 -373 -18,521 -20,194 -19,727 -20,564 227 1,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 13.2 13.2 78.1 69.1 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 6 7 35 33 42 41
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,974
COMMITMENTS
3,730 4,702 3,360 75,731 71,480 82,821 79,542 6,153 9,432
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,942)
-521 -241 -969 -3,002 -2,783 -4,492 -3,993 -450 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.3 3.8 85.1 80.3 93.1 89.4 6.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 4 21 24 25 29
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,400
COMMITMENTS
6,700 8,240 0 55,926 52,326 62,626 60,566 1,774 3,834
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -8,305)
-372 -124 0 -7,592 -7,485 -7,964 -7,609 -341 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 12.8 0.0 86.8 81.3 97.2 94.0 2.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 0 14 17 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 266,372
COMMITMENTS
20,432 1,898 3,919 233,568 249,350 257,919 255,167 8,453 11,205
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -20,439)
-152 405 -681 -16,636 -19,324 -17,469 -19,600 -2,970 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.7 1.5 87.7 93.6 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 2 6 42 48 48 55
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,756
COMMITMENTS
6,122 5,999 12,549 137,242 144,748 155,913 163,296 13,843 6,460
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -8,729)
78 -1,543 191 -8,985 -6,616 -8,716 -7,968 -13 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.5 7.4 80.8 85.3 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 4 38 33 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,980
COMMITMENTS
1,867 6,473 11,710 138,987 141,064 152,564 159,247 17,416 10,733
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,203)
-1,218 1,096 -273 -113 -6,224 -1,604 -5,401 -3,599 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 3.8 6.9 81.8 83.0 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 5 37 33 42 39
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,299
COMMITMENTS
0 1,921 2,222 43,677 41,289 45,899 45,432 11,400 11,867
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -3,203)
0 -264 -250 1,436 -1,643 1,186 -2,157 -4,389 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 3.9 76.2 72.1 80.1 79.3 19.9 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 16 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 235,028
COMMITMENTS
29,925 6,153 21,663 168,519 188,761 220,107 216,577 14,921 18,451
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -14,705)
808 380 -1,993 -11,436 -13,012 -12,621 -14,625 -2,084 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 2.6 9.2 71.7 80.3 93.7 92.1 6.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 3 8 40 40 50 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,612
COMMITMENTS
1,012 7,028 5,727 54,471 48,214 61,210 60,969 5,402 5,643
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,511)
-93 2,458 2,113 -5,649 -9,721 -3,629 -5,150 -882 639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.6 8.6 81.8 72.4 91.9 91.5 8.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 5 22 26 27 33
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,586,711
COMMITMENTS
332,028 153,421 779,460 1443989 1637279 2555477 2570160 31,234 16,551
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -74,130)
-14,470 -9,178 -17,901 -49,122 -52,184 -81,493 -79,263 7,363 5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 5.9 30.1 55.8 63.3 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
28 18 45 98 88 144 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,048,847
COMMITMENTS
94,974 264,813 204,648 746,174 575,651 1045796 1045112 3,051 3,735
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -67,497)
-12,433 -29,839 -12,151 -34,059 -25,106 -58,643 -67,096 -8,854 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 25.2 19.5 71.1 54.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 21 32 40 38 74 75
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,729
COMMITMENTS
1,053 0 315 8,900 10,037 10,268 10,352 461 377
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 754)
-287 0 285 800 377 798 662 -44 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 2.9 83.0 93.6 95.7 96.5 4.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 13 18 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,742
COMMITMENTS
3,765 891 644 33,181 36,387 37,590 37,922 1,152 820
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -3,053)
790 339 -682 -3,389 -2,908 -3,281 -3,251 228 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.3 1.7 85.6 93.9 97.0 97.9 3.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 3 5 31 33 40 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,704
COMMITMENTS
1,417 88 615 16,564 17,855 18,596 18,558 108 146
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,092)
84 0 -63 -1,221 -1,006 -1,200 -1,069 108 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.5 3.3 88.6 95.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 14 19 16 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,877
COMMITMENTS
6,062 360 216 13,086 18,511 19,364 19,087 513 790
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -328)
418 40 -18 -683 -758 -283 -736 -45 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.8 1.1 65.8 93.1 97.4 96.0 2.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 2 15 17 17 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,336
COMMITMENTS
709 376 126 10,905 11,604 11,740 12,106 596 230
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -723)
-125 -22 -10 -528 -755 -663 -787 -60 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.0 1.0 88.4 94.1 95.2 98.1 4.8 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,329
COMMITMENTS
961 510 239 27,309 29,120 28,509 29,869 1,820 460
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -963)
-161 40 -87 -811 -886 -1,059 -933 96 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.7 0.8 90.0 96.0 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 1 21 21 22 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,286
COMMITMENTS
240 656 1,392 24,888 24,658 26,520 26,706 766 580
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 168)
128 92 -228 -56 264 -156 128 324 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.4 5.1 91.2 90.4 97.2 97.9 2.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 18 21 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,234
COMMITMENTS
0 560 520 8,072 7,598 8,592 8,678 642 556
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -610)
0 -108 -32 -505 -440 -537 -580 -73 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 5.6 87.4 82.3 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 14 13 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,499,897
COMMITMENTS
228,644 131,271 292,254 902,584 997,112 1423482 1420637 76,415 79,260
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 63,745)
31,151 942 17,274 25,792 47,896 74,217 66,112 -10,472 -2,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.8 19.5 60.2 66.5 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
106 99 133 88 98 266 278
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,272
COMMITMENTS
0 350 0 8,272 7,922 8,272 8,272 0 0
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,715)
0 50 0 -7,465 -7,765 -7,465 -7,715 -250 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 100.0 95.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 21 19 21 21
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 81,895
COMMITMENTS
4,001 17,918 24,305 48,077 31,920 76,383 74,143 5,512 7,752
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 4,147)
636 2,017 185 3,083 1,473 3,904 3,675 243 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 21.9 29.7 58.7 39.0 93.3 90.5 6.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
6 11 15 18 16 34 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,549
COMMITMENTS
12,355 1,404 14 2,603 15,752 14,972 17,170 2,577 379
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -616)
-599 60 2 -100 -718 -697 -656 81 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 8.0 0.1 14.8 89.8 85.3 97.8 14.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
67 12 3 14 25 83 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,533
COMMITMENTS
9,629 1,088 96 2,227 12,656 11,952 13,840 2,581 693
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -755)
340 -98 -449 -230 -26 -339 -573 -416 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 7.5 0.7 15.3 87.1 82.2 95.2 17.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
35 6 2 11 26 48 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,638
COMMITMENTS
48,942 10,320 14,053 98,596 141,868 161,591 166,241 18,047 13,397
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -11,032)
-644 763 -13 -7,676 -8,203 -8,333 -7,453 -2,699 -3,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.7 7.8 54.9 79.0 90.0 92.5 10.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
59 21 30 68 79 139 119
Updated Jun 20, 2011