GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,962
COMMITMENTS
125 0 150 4,437 4,367 4,712 4,517 250 445
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 752)
-175 0 50 802 602 677 652 75 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 3.0 89.4 88.0 95.0 91.0 5.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 2 16 17 18 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,612
COMMITMENTS
275 6,844 159 14,998 8,319 15,432 15,322 180 290
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,185)
0 0 0 1,185 1,125 1,185 1,125 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 43.8 1.0 96.1 53.3 98.8 98.1 1.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 32 29 36 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,791
COMMITMENTS
0 0 0 1,961 2,121 1,961 2,121 830 670
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 309)
0 0 0 139 159 139 159 170 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 70.3 76.0 70.3 76.0 29.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 20 20 20 20
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 251,366
COMMITMENTS
20,484 35,740 38,822 155,086 137,078 214,392 211,640 36,974 39,726
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 6,990)
-2,552 -1,604 8,176 1,113 387 6,736 6,959 254 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 14.2 15.4 61.7 54.5 85.3 84.2 14.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 44 38 64 68 115 133
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,406,892
COMMITMENTS
93,951 116,093 634,832 610,100 613,638 1338883 1364564 68,009 42,328
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 56,176)
-2,766 3,114 24,507 29,947 24,115 51,688 51,735 4,488 4,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 8.3 45.1 43.4 43.6 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
55 90 96 86 79 200 210
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,745
COMMITMENTS
2,934 11,365 3,147 73,997 67,133 80,078 81,645 12,667 11,100
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,486)
1,136 0 -484 -677 1,399 -25 915 1,511 571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 12.3 3.4 79.8 72.4 86.3 88.0 13.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 21 22 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,380
COMMITMENTS
2,357 833 1,747 32,298 29,728 36,402 32,308 7,978 12,072
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,104)
1,927 330 -760 168 1,776 1,335 1,346 -231 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 1.9 3.9 72.8 67.0 82.0 72.8 18.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 20 21 23 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,235
COMMITMENTS
4,823 1,426 1,810 111,757 113,226 118,390 116,462 4,845 6,773
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -288)
0 130 56 -470 -358 -414 -172 126 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.2 1.5 90.7 91.9 96.1 94.5 3.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 2 29 32 32 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,774
COMMITMENTS
17,422 0 0 44,627 61,363 62,049 61,363 9,725 10,411
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,452)
0 0 0 1,878 2,079 1,878 2,079 -426 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 0.0 0.0 62.2 85.5 86.5 85.5 13.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 17 21 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,061
COMMITMENTS
2,841 1,696 5,121 61,313 61,978 69,275 68,795 3,786 4,266
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -2,108)
-2,508 -409 1,106 1,596 -1,022 194 -325 -2,302 -1,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.3 7.0 83.9 84.8 94.8 94.2 5.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 20 17 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,386
COMMITMENTS
1,766 206 4,022 50,988 52,991 56,776 57,219 7,610 7,167
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,729)
-3,448 0 1,458 4,273 2,208 2,283 3,666 446 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.3 6.2 79.2 82.3 88.2 88.9 11.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 20 21 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,223
COMMITMENTS
4,130 5,773 3,882 80,173 79,706 88,185 89,361 9,038 7,862
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 200)
24 609 72 -637 -630 -541 51 741 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.9 4.0 82.5 82.0 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 2 29 27 32 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,595
COMMITMENTS
0 4,638 1,572 61,462 63,184 63,034 69,394 14,561 8,201
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,116)
0 -882 234 271 630 505 -18 1,611 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.0 2.0 79.2 81.4 81.2 89.4 18.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 16 20 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,784
COMMITMENTS
4,354 3,542 0 50,786 52,693 55,140 56,235 7,644 6,549
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -1,069)
-2,320 0 0 2,042 -1,398 -278 -1,398 -791 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.6 0.0 80.9 83.9 87.8 89.6 12.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 20 21 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,910
COMMITMENTS
3,483 3,924 5,151 73,588 75,830 82,222 84,905 13,688 11,005
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 3,511)
1,752 -215 1,193 3,779 7,005 6,724 7,983 -3,213 -4,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 4.1 5.4 76.7 79.1 85.7 88.5 14.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 1 2 26 25 29 28
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,434
COMMITMENTS
0 5,428 1,447 42,626 49,012 44,073 55,887 16,361 4,547
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 583)
0 232 12 -1,432 112 -1,420 356 2,003 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.0 2.4 70.5 81.1 72.9 92.5 27.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 15 15 16 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,019
COMMITMENTS
2,008 17,227 17,840 154,195 146,601 174,043 181,668 15,976 8,351
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,220)
30 -2,835 11 1,329 2,458 1,370 -366 -150 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 9.1 9.4 81.1 77.2 91.6 95.6 8.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 5 37 36 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,143
COMMITMENTS
1,781 2,593 2,655 70,710 65,763 75,146 71,011 7,997 12,132
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 3,024)
412 276 -840 5,325 3,468 4,897 2,904 -1,873 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 3.1 3.2 85.0 79.1 90.4 85.4 9.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 20 21 23 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,654
COMMITMENTS
336 0 0 50,697 46,275 51,033 46,275 1,621 6,379
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.3 87.9 96.9 87.9 3.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 16 10 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 287,774
COMMITMENTS
9,892 2,690 8,632 257,311 269,084 275,835 280,406 11,939 7,368
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,032)
224 -428 -275 2,467 3,261 2,416 2,558 -384 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.9 3.0 89.4 93.5 95.9 97.4 4.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 3 6 44 41 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 168,523
COMMITMENTS
10,404 5,575 17,512 127,127 139,710 155,043 162,797 13,480 5,726
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,016)
1,807 191 -693 3,960 5,790 5,074 5,288 1,942 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.3 10.4 75.4 82.9 92.0 96.6 8.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 4 6 35 33 41 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,493
COMMITMENTS
7,166 3,961 7,388 142,409 141,792 156,963 153,141 13,530 17,352
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,245)
4,332 -22 -88 1,525 4,794 5,769 4,684 1,476 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 2.3 4.3 83.5 83.2 92.1 89.8 7.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 2 3 35 34 39 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 236,484
COMMITMENTS
55,700 2,170 19,097 146,916 202,926 221,713 224,193 14,771 12,291
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 6,872)
-3,522 -3,961 4,169 4,395 5,986 5,042 6,194 1,830 678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 0.9 8.1 62.1 85.8 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 2 6 36 36 43 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,150
COMMITMENTS
390 644 416 46,153 47,244 46,959 48,304 11,191 9,846
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,266)
-44 0 416 -417 1,465 -45 1,881 2,311 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 1.1 0.7 79.4 81.2 80.8 83.1 19.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 21 21 22 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,110,099
COMMITMENTS
154,838 170,265 1151967 1766389 1765973 3073194 3088205 36,905 21,894
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 55,073)
7,697 25,128 14,251 25,312 6,472 47,260 45,851 7,813 9,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 5.5 37.0 56.8 56.8 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
22 24 46 107 90 153 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 904,626
COMMITMENTS
213,263 97,157 163,434 520,806 637,694 897,503 898,285 7,123 6,341
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 63,689)
16,209 13,697 4,004 40,747 46,083 60,960 63,784 2,729 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 10.7 18.1 57.6 70.5 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 16 25 35 35 64 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,307
COMMITMENTS
2,584 1,168 2,957 71,997 73,831 77,538 77,955 769 352
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,113)
31 -13 108 1,120 1,115 1,259 1,210 -146 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 3.8 91.9 94.3 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 7 38 36 47 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,271
COMMITMENTS
938 0 598 18,606 19,250 20,142 19,848 129 423
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 44)
0 0 0 44 44 44 44 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.0 91.8 95.0 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 14 17 15 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,893
COMMITMENTS
17 628 1,308 18,148 17,466 19,474 19,402 419 491
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 149)
-23 0 10 170 154 156 164 -8 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.2 6.6 91.2 87.8 97.9 97.5 2.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 20 22 22 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,562
COMMITMENTS
0 560 60 14,406 14,146 14,466 14,766 1,096 796
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 130)
0 -472 -24 360 252 336 -244 -206 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 0.4 92.6 90.9 93.0 94.9 7.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 14 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,994
COMMITMENTS
1,630 60 300 22,510 25,194 24,440 25,554 1,554 440
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 780)
0 0 0 844 796 844 796 -64 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.2 1.2 86.6 96.9 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 18 26 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,590
COMMITMENTS
60 1,138 1,920 26,072 25,358 28,052 28,416 538 174
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.0 6.7 91.2 88.7 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,808
COMMITMENTS
120 652 560 10,758 10,146 11,438 11,358 370 450
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.5 4.7 91.1 85.9 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 12 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,397,151
COMMITMENTS
200,805 151,293 712,980 1394361 1450119 2308146 2314392 89,006 82,760
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 236,541)
15,754 -18,648 104,208 112,706 154,673 232,668 240,232 3,873 -3,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.3 29.7 58.2 60.5 96.3 96.5 3.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
123 108 168 101 101 311 307
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 24,796
COMMITMENTS
4,068 16,445 1,730 2,774 1,689 8,572 19,864 16,224 4,932
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 66.3 7.0 11.2 6.8 34.6 80.1 65.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 7 5 2 2 14 12
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 35,900
COMMITMENTS
2,547 10,088 5,820 21,377 12,378 29,744 28,286 6,156 7,614
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,061)
-160 213 12 624 -65 476 160 585 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 28.1 16.2 59.5 34.5 82.9 78.8 17.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 8 12 14 13 27 25
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,924
COMMITMENTS
6,479 2,769 110 3,788 9,809 10,377 12,688 2,547 236
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 51)
104 -112 -41 -134 247 -71 94 122 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 21.4 0.9 29.3 75.9 80.3 98.2 19.7 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
51 9 3 12 26 66 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,504
COMMITMENTS
3,646 1,141 13 2,540 6,340 6,199 7,494 2,305 1,010
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 446)
289 -154 3 182 817 474 666 -28 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 13.4 0.2 29.9 74.6 72.9 88.1 27.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 6 2 11 20 35 27
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,358
COMMITMENTS
30,806 22,927 16,065 118,326 124,612 165,197 163,603 18,161 19,755
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 9,586)
359 1,108 3,608 3,930 1,804 7,897 6,520 1,689 3,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.5 8.8 64.5 68.0 90.1 89.2 9.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
43 29 27 82 80 139 126
Updated January 19, 2007