GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,887
COMMITMENTS
125 268 325 4,137 5,219 4,587 5,812 1,300 75
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 500)
0 0 225 275 275 500 500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 4.6 5.5 70.3 88.7 77.9 98.7 22.1 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 18 17 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,372
COMMITMENTS
553 6,790 159 15,490 8,021 16,202 14,970 170 1,402
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 235)
0 0 0 235 245 235 245 0 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 41.5 1.0 94.6 49.0 99.0 91.4 1.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 1 1 28 31 32 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,847
COMMITMENTS
0 80 0 2,142 2,112 2,142 2,192 705 655
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 90)
-30 0 0 55 65 25 65 65 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 75.2 74.2 75.2 77.0 24.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 22 22 22 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 253,910
COMMITMENTS
20,225 27,496 38,651 163,771 154,232 222,648 220,379 31,262 33,531
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 11,640)
-1,391 -3,619 7,830 8,044 10,902 14,482 15,112 -2,842 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 10.8 15.2 64.5 60.7 87.7 86.8 12.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 42 46 66 75 125 140
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,426,150
COMMITMENTS
73,245 88,165 648,948 636,083 649,095 1358275 1386208 67,876 39,943
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 7,099)
-3,177 9,282 -7,777 22,584 8,663 11,630 10,168 -4,531 -3,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.2 45.5 44.6 45.5 95.2 97.2 4.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
59 79 105 83 77 209 201
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,004
COMMITMENTS
3,116 12,261 2,695 77,261 70,388 83,072 85,344 10,932 8,660
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -227)
-1,092 0 1 1,108 -228 17 -227 -244 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 13.0 2.9 82.2 74.9 88.4 90.8 11.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 3 21 21 24 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,009
COMMITMENTS
4,922 2,450 1,361 30,949 29,569 37,232 33,380 9,777 13,629
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,886)
2,632 856 -1,079 -21 3,405 1,532 3,182 2,354 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.2 2.9 65.8 62.9 79.2 71.0 20.8 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 1 22 22 24 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,101
COMMITMENTS
10,002 558 5,799 110,257 118,043 126,058 124,400 4,043 5,701
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -964)
0 -62 1,284 -2,889 -1,208 -1,605 14 641 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 4.5 84.7 90.7 96.9 95.6 3.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 3 32 31 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,213
COMMITMENTS
18,256 0 0 41,244 60,134 59,500 60,134 12,713 12,079
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -1,331)
0 0 0 -475 -475 -475 -475 -856 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 0.0 0.0 57.1 83.3 82.4 83.3 17.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 0 17 16 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,968
COMMITMENTS
2,716 4,425 5,259 67,561 64,107 75,536 73,791 4,432 6,177
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,846)
1,567 3,546 -2,109 4,031 1,223 3,489 2,660 -643 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.5 6.6 84.5 80.2 94.5 92.3 5.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 19 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,578
COMMITMENTS
3,134 326 4,345 53,219 56,536 60,698 61,207 7,880 7,371
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,240)
-326 0 -325 1,565 2,148 914 1,823 326 -583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.5 6.3 77.6 82.4 88.5 89.3 11.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 20 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,524
COMMITMENTS
3,244 1,138 5,025 69,811 73,010 78,080 79,173 9,444 8,351
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -4,743)
-125 428 -1,895 -3,318 -3,831 -5,338 -5,298 595 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.3 5.7 79.8 83.4 89.2 90.5 10.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 3 3 25 26 29 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,623
COMMITMENTS
0 5,144 2,920 63,744 65,591 66,664 73,655 12,959 5,968
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,120)
0 -6,221 990 2,558 8,013 3,548 2,782 -428 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 3.7 80.1 82.4 83.7 92.5 16.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 21 18 22 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,546
COMMITMENTS
2,710 3,150 974 51,442 52,060 55,126 56,184 7,420 6,362
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -1,288)
-1,464 0 366 180 -2,233 -918 -1,867 -370 579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 5.0 1.6 82.2 83.2 88.1 89.8 11.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 23 24 25 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,943
COMMITMENTS
7,497 7,702 3,588 86,359 86,346 97,444 97,636 11,499 11,307
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,718)
152 794 334 3,907 -357 4,393 771 -1,675 1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.1 3.3 79.3 79.3 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 26 24 30 29
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,016
COMMITMENTS
0 7,945 1,205 43,663 46,107 44,868 55,257 16,148 5,759
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,521)
0 3,791 -235 5,763 284 5,528 3,840 -2,007 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.0 2.0 71.6 75.6 73.5 90.6 26.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 15 14 16 16
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 21,108
COMMITMENTS
1,240 2,332 0 19,868 17,854 21,108 20,186 0 922
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,488)
1,240 372 0 744 1,612 1,984 1,984 -496 -496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.0 0.0 94.1 84.6 100.0 95.6 0.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 11 10 12 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,912
COMMITMENTS
4,262 17,569 17,165 152,095 145,716 173,522 180,450 13,390 6,462
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 5,900)
1,504 -184 449 4,024 6,232 5,977 6,497 -77 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 9.4 9.2 81.4 78.0 92.8 96.5 7.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 4 6 36 38 42 45
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,338
COMMITMENTS
3,949 4,697 1,695 73,267 67,844 78,911 74,236 7,427 12,102
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 7,065)
1,365 0 168 6,569 8,284 8,102 8,452 -1,037 -1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 5.4 2.0 84.9 78.6 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 3 19 19 22 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,469
COMMITMENTS
0 17,008 0 61,119 42,568 61,119 59,576 1,350 2,893
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -892)
0 -112 0 -856 -856 -856 -968 -36 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 27.2 0.0 97.8 68.1 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 10 17 10 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 291,366
COMMITMENTS
12,305 240 9,343 255,338 272,922 276,986 282,505 14,380 8,861
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,837)
2,402 240 733 3,247 4,076 6,382 5,049 -1,545 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.1 3.2 87.6 93.7 95.1 97.0 4.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
5 1 5 42 41 47 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,965
COMMITMENTS
11,618 11,507 16,803 131,252 135,993 159,673 164,303 10,292 5,662
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,063)
612 -4,378 3,761 -2,378 3,012 1,995 2,395 68 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 6.8 9.9 77.2 80.0 93.9 96.7 6.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 3 38 35 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,785
COMMITMENTS
12,958 7,570 6,734 148,715 151,327 168,407 165,631 12,378 15,154
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -437)
-1,675 0 926 3,508 3,019 2,759 3,945 -3,196 -4,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.2 3.7 82.3 83.7 93.2 91.6 6.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 34 32 39 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 240,310
COMMITMENTS
27,368 7,579 18,225 183,823 204,192 229,416 229,996 10,894 10,314
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 955)
-4,978 1,867 -979 11,697 2,566 5,740 3,454 -4,785 -2,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.2 7.6 76.5 85.0 95.5 95.7 4.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 4 7 38 39 46 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,864
COMMITMENTS
0 7,740 2,630 55,806 44,278 58,436 54,648 5,428 9,216
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,107)
0 124 -124 1,839 1,473 1,715 1,473 -608 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.1 4.1 87.4 69.3 91.5 85.6 8.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 27 24 28 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,858,210
COMMITMENTS
193,275 33,596 1022299 1612081 1788359 2827655 2844254 30,555 13,956
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,681)
10,598 -8,292 -11,280 9,730 29,078 9,048 9,506 -7,367 -7,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 1.2 35.8 56.4 62.6 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
31 22 47 108 92 160 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 877,479
COMMITMENTS
139,899 132,575 166,555 564,208 573,293 870,662 872,423 6,817 5,056
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 14,407)
6,657 -7,186 -1,410 12,530 26,226 17,777 17,630 -3,370 -3,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.1 19.0 64.3 65.3 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 14 27 36 35 67 66
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 82,109
COMMITMENTS
2,451 778 3,699 75,307 77,166 81,457 81,643 652 466
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,620)
-1,053 -166 603 3,923 3,121 3,473 3,558 147 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.9 4.5 91.7 94.0 99.2 99.4 0.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 3 8 39 38 48 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,588
COMMITMENTS
516 0 1,020 17,923 18,190 19,459 19,210 129 378
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.0 5.2 91.5 92.9 99.3 98.1 0.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 14 15 15 16
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,234
COMMITMENTS
932 0 0 15,239 16,001 16,171 16,001 63 233
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 93.9 98.6 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 11 13 11
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,623
COMMITMENTS
1,272 40 938 17,138 18,235 19,349 19,213 274 409
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 46)
-55 0 50 49 -0 43 50 3 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 4.8 87.3 92.9 98.6 97.9 1.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 21 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,122
COMMITMENTS
1,856 0 150 13,148 15,247 15,154 15,397 968 725
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -56)
0 0 0 -16 -54 -16 -54 -40 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.9 81.6 94.6 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 1 16 14 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,898
COMMITMENTS
682 140 1,042 24,456 25,360 26,180 26,542 718 356
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 876)
-644 0 564 994 350 914 914 -38 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.5 3.9 90.9 94.3 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 26 22 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,944
COMMITMENTS
0 972 1,840 25,610 24,898 27,450 27,710 494 234
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -282)
0 0 0 -262 -282 -262 -282 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 6.6 91.6 89.1 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 18 17 19 19
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,342
COMMITMENTS
60 570 560 10,392 9,844 11,012 10,974 330 368
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 38)
0 44 0 38 14 38 58 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.0 4.9 91.6 86.8 97.1 96.8 2.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,412,009
COMMITMENTS
173,821 135,183 700,495 1469532 1494250 2343848 2329928 68,162 82,081
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 49,600)
7,215 -594 -1,036 47,513 60,013 53,692 58,382 -4,092 -8,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.6 29.0 60.9 62.0 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
89 139 173 93 106 294 319
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,743
COMMITMENTS
0 0 0 23,743 23,743 23,743 23,743 0 0
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 250 200 250 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 0 18 17 18 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,921
COMMITMENTS
3,508 8,784 17,144 29,473 23,828 50,125 49,756 5,796 6,165
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,250)
-66 -429 1,397 2,404 2,396 3,735 3,364 515 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 15.7 30.7 52.7 42.6 89.6 89.0 10.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 7 14 15 14 30 28
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,358
COMMITMENTS
8,930 2,666 469 3,962 12,783 13,361 15,918 2,997 440
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 704)
-224 123 333 405 98 514 554 190 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 16.3 2.9 24.2 78.1 81.7 97.3 18.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
65 8 3 17 28 84 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,596
COMMITMENTS
5,599 1,429 66 2,350 7,842 8,015 9,337 2,581 1,259
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 206)
481 194 13 -6 62 488 269 -282 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 13.5 0.6 22.2 74.0 75.6 88.1 24.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
32 7 1 12 20 45 28
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 182,886
COMMITMENTS
32,689 16,754 23,833 110,639 127,769 167,160 168,355 15,726 14,531
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,084)
-375 -1,374 2,166 4,398 5,535 6,189 6,327 -2,105 -2,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 9.2 13.0 60.5 69.9 91.4 92.1 8.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
50 26 31 76 82 141 128
Updated February 16, 2007