GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,633
COMMITMENTS
1,775 0 75 4,883 7,508 6,733 7,583 900 50
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 0.0 1.0 64.0 98.4 88.2 99.3 11.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 16 16 18 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| 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 12,947 6,823 12,947 12,169 915 1,693
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 -495 -196 -495 -196 495 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.6 0.0 93.4 49.2 93.4 87.8 6.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 24 23 24 25
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,383
COMMITMENTS
0 0 0 2,964 2,753 2,964 2,753 419 630
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 431)
0 -55 -20 451 456 431 381 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 87.6 81.4 87.6 81.4 12.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 26 29 26 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,269
COMMITMENTS
49,653 18,840 27,492 127,392 169,383 204,537 215,715 34,732 23,554
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 3,733)
6,157 -2,161 -2,743 1,505 10,733 4,919 5,829 -1,186 -2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 7.9 11.5 53.2 70.8 85.5 90.2 14.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
47 24 26 58 70 117 108
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 822,709
COMMITMENTS
88,761 145,170 279,194 386,510 364,029 754,465 788,393 68,244 34,316
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 17,379)
3,753 10,449 4,482 1,740 426 9,975 15,357 7,404 2,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 17.6 33.9 47.0 44.2 91.7 95.8 8.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
73 74 74 83 70 201 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,979
COMMITMENTS
1,078 15,239 2,810 70,901 58,307 74,789 76,356 8,190 6,623
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 565)
-1,034 144 442 1,311 -205 719 381 -154 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 18.4 3.4 85.4 70.3 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 24 22 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,325
COMMITMENTS
0 6,021 2,909 63,720 55,329 66,629 64,259 6,696 9,066
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 831)
0 590 221 670 -222 891 589 -60 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 4.0 86.9 75.5 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 26 22 28 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,112
COMMITMENTS
12,944 0 6,440 92,398 107,878 111,782 114,318 9,330 6,794
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,316)
-920 0 550 3,270 1,646 2,900 2,196 -584 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 0.0 5.3 76.3 89.1 92.3 94.4 7.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 0 5 28 28 33 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,324
COMMITMENTS
12,391 7,530 7,537 66,449 74,311 86,377 89,378 11,947 8,946
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 760)
0 3,300 -1,468 1,802 -1,612 334 220 426 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.7 7.7 67.6 75.6 87.8 90.9 12.2 9.1
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,708
COMMITMENTS
10,668 0 5,590 52,069 59,567 68,327 65,157 3,381 6,551
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -280)
2,446 0 -1,141 -1,585 583 -280 -558 0 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 7.8 72.6 83.1 95.3 90.9 4.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 0 4 18 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,786
COMMITMENTS
9,638 0 1,443 47,337 54,260 58,418 55,703 5,368 8,083
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 451)
734 0 -142 -79 531 513 389 -62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 0.0 2.3 74.2 85.1 91.6 87.3 8.4 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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,430
COMMITMENTS
4,433 3,182 2,622 73,182 73,560 80,237 79,364 7,193 8,066
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,503)
514 184 -272 1,143 2,536 1,385 2,448 118 -945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 3.6 3.0 83.7 84.1 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 4 3 24 29 28 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,115
COMMITMENTS
0 2,243 5,255 71,016 71,998 76,271 79,496 14,844 11,619
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 3,784)
0 -943 368 2,562 3,992 2,930 3,417 854 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 5.8 77.9 79.0 83.7 87.2 16.3 12.8
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,485
COMMITMENTS
9,462 2,878 400 23,777 25,982 33,639 29,260 3,846 8,225
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 360)
360 0 0 0 484 360 484 0 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 7.7 1.1 63.4 69.3 89.7 78.1 10.3 21.9
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,166
COMMITMENTS
15,376 0 1,654 59,239 73,740 76,269 75,394 5,897 6,772
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,510)
2,750 0 -548 -932 1,818 1,270 1,270 240 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 0.0 2.0 72.1 89.7 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 26 22 29 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 112,093
COMMITMENTS
4,946 9,507 6,460 93,297 83,556 104,703 99,523 7,390 12,570
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,279)
-485 704 953 762 -611 1,230 1,046 49 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.5 5.8 83.2 74.5 93.4 88.8 6.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 29 29 33 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,886
COMMITMENTS
0 3,092 1,471 45,406 41,978 46,877 46,541 10,009 10,345
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 856)
0 -173 86 770 821 856 734 0 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.6 79.8 73.8 82.4 81.8 17.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,074
COMMITMENTS
6,948 8,860 0 23,542 22,090 30,490 30,950 584 124
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -5,177)
-124 -1,984 0 -4,313 -3,038 -4,437 -5,022 -740 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 28.5 0.0 75.8 71.1 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 0 10 9 13 11
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,244
COMMITMENTS
2,326 18,666 18,525 112,980 100,626 133,831 137,817 10,413 6,427
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -1,043)
58 -510 -602 -495 213 -1,039 -899 -4 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 12.9 12.8 78.3 69.8 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 7 8 35 34 43 43
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,277
COMMITMENTS
3,944 4,690 3,054 76,095 73,432 83,093 81,176 6,184 8,101
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 303)
214 -12 -306 364 1,952 272 1,634 31 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.3 3.4 85.2 82.3 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 22 25 26 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,020
COMMITMENTS
6,948 8,860 0 56,298 52,202 63,246 61,062 1,774 3,958
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 620)
248 620 0 372 -124 620 496 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 13.6 0.0 86.6 80.3 97.3 93.9 2.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 15 17 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,775
COMMITMENTS
18,127 1,746 3,671 235,555 249,091 257,353 254,508 8,422 11,267
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -597)
-2,305 -152 -248 1,987 -259 -566 -659 -31 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.7 1.4 88.6 93.7 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 5 46 48 51 54
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,209
COMMITMENTS
7,362 5,931 12,631 142,061 151,843 162,054 170,405 14,155 5,804
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 6,453)
1,240 -68 82 4,819 7,095 6,141 7,109 312 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.4 7.2 80.6 86.2 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 40 35 45 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,384
COMMITMENTS
1,271 8,497 11,456 144,487 144,124 157,214 164,077 17,170 10,307
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 4,404)
-596 2,024 -254 5,500 3,060 4,650 4,830 -246 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 4.9 6.6 82.9 82.6 90.2 94.1 9.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 5 6 37 34 43 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,624
COMMITMENTS
0 1,524 1,904 44,018 42,143 45,922 45,571 11,702 12,053
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 325)
0 -397 -318 341 854 23 139 302 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 3.3 76.4 73.1 79.7 79.1 20.3 20.9
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 237,596
COMMITMENTS
29,674 7,819 21,259 171,768 190,007 222,701 219,085 14,895 18,511
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,568)
-251 1,666 -404 3,249 1,246 2,594 2,508 -26 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 3.3 8.9 72.3 80.0 93.7 92.2 6.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 3 9 42 40 53 49
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,047
COMMITMENTS
1,270 6,648 5,775 53,418 47,043 60,463 59,466 5,584 6,581
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -565)
258 -380 48 -1,053 -1,171 -747 -1,503 182 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.1 8.7 80.9 71.2 91.5 90.0 8.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 5 5 20 25 25 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,637,015
COMMITMENTS
330,879 149,764 807,670 1466698 1662074 2605247 2619508 31,768 17,507
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 50,304)
-1,149 -3,657 28,210 22,709 24,795 49,770 49,348 534 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 5.7 30.6 55.6 63.0 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
30 17 46 100 91 148 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,069,407
COMMITMENTS
87,618 267,315 222,483 756,043 575,425 1066144 1065223 3,263 4,184
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 20,560)
-7,356 2,502 17,835 9,869 -226 20,348 20,111 212 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 25.0 20.8 70.7 53.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 22 32 40 39 74 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,817
COMMITMENTS
888 0 450 9,035 9,932 10,373 10,382 444 435
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 88)
-165 0 135 135 -105 105 30 -17 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 0.0 4.2 83.5 91.8 95.9 96.0 4.1 4.0
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,623
COMMITMENTS
3,765 905 645 33,061 36,493 37,471 38,043 1,152 580
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -119)
0 14 1 -120 106 -119 121 0 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.3 1.7 85.6 94.5 97.0 98.5 3.0 1.5
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,790
COMMITMENTS
1,417 88 615 16,650 17,941 18,682 18,644 108 146
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 86)
0 0 0 86 86 86 86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 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 20 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| 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 18,499 19,364 19,075 513 802
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -12 0 -12 0 12
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 OF07/10/07 |
--------------------------------------------------------------| 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 07/03/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,309
COMMITMENTS
961 470 259 27,269 29,100 28,489 29,829 1,820 480
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -20)
0 -40 20 -40 -20 -20 -40 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.6 0.9 90.0 96.0 94.0 98.4 6.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 21 23 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| 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 07/03/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
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 OF07/10/07 |
--------------------------------------------------------------| 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
480 560 520 7,592 7,598 8,592 8,678 642 556
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 0)
480 0 0 -480 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 6.1 5.6 82.2 82.3 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 13 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,546,372
COMMITMENTS
250,071 136,758 301,904 917,338 1030407 1469313 1469069 77,059 77,303
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 46,475)
21,427 5,487 9,650 14,754 33,295 45,831 48,432 644 -1,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.8 19.5 59.3 66.6 95.0 95.0 5.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
111 98 128 88 98 266 274
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,107
COMMITMENTS
21,875 14,071 2,838 40,911 36,887 65,624 53,796 26,483 38,311
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -4,116)
-968 2,159 -455 -7,061 -6,496 -8,484 -4,792 4,368 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 15.3 3.1 44.4 40.0 71.2 58.4 28.8 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 4 12 12 17 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,748
COMMITMENTS
0 250 100 8,648 8,398 8,748 8,748 0 0
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 476)
0 -100 100 376 476 476 476 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 1.1 98.9 96.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 22 20 23 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 84,026
COMMITMENTS
4,126 18,675 25,603 49,643 33,410 79,372 77,688 4,654 6,338
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,131)
125 757 1,298 1,566 1,490 2,989 3,545 -858 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 22.2 30.5 59.1 39.8 94.5 92.5 5.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 17 18 16 36 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,613
COMMITMENTS
12,516 1,297 54 2,489 15,916 15,059 17,267 2,554 346
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 64)
161 -107 40 -114 164 87 97 -23 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 7.4 0.3 14.1 90.4 85.5 98.0 14.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
68 10 4 14 25 84 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,801
COMMITMENTS
10,889 1,355 0 1,741 13,739 12,630 15,094 3,171 707
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,268)
1,260 267 -96 -486 1,083 678 1,254 590 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 8.6 0.0 11.0 87.0 79.9 95.5 20.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
38 10 0 9 28 47 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 189,495
COMMITMENTS
55,532 10,503 14,173 101,076 150,224 170,781 174,900 18,714 14,595
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 9,857)
6,590 183 120 2,480 8,356 9,190 8,659 667 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 5.5 7.5 53.3 79.3 90.1 92.3 9.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
67 19 30 73 86 151 125
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,940
COMMITMENTS
0 50 0 2,940 2,890 2,940 2,940 0 0
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -620)
0 -100 0 -600 -370 -600 -470 -20 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.0 100.0 98.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 11 12 12
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,550
COMMITMENTS
350 50 0 3,200 3,500 3,550 3,550 0 0
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -350)
50 0 0 -400 -350 -350 -350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 1.4 0.0 90.1 98.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 10 16 12 17
Updated Jun 20, 2011