GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,120
COMMITMENTS
325 243 275 3,370 4,552 3,970 5,070 1,150 50
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -867)
50 -25 -50 -742 -792 -742 -867 -125 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.7 5.4 65.8 88.9 77.5 99.0 22.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 1 16 15 17 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,872
COMMITMENTS
478 6,985 89 13,890 6,205 14,457 13,279 415 1,593
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,760)
-200 170 -70 -1,495 -1,821 -1,765 -1,721 5 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 47.0 0.6 93.4 41.7 97.2 89.3 2.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 3 1 26 26 30 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,348
COMMITMENTS
0 75 0 1,732 1,605 1,732 1,680 616 668
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -752)
0 -15 0 -653 -635 -653 -650 -99 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.2 0.0 73.8 68.4 73.8 71.6 26.2 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 20 23 20 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 229,664
COMMITMENTS
22,540 23,246 28,908 147,067 147,013 198,515 199,167 31,149 30,496
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,250)
182 347 2,270 -3,426 -2,097 -973 519 -276 -1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.1 12.6 64.0 64.0 86.4 86.7 13.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
31 30 35 64 74 115 124
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,293,980
COMMITMENTS
75,815 99,447 543,205 608,621 617,881 1227641 1260533 66,339 33,447
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 14,215)
-844 22,507 -5,368 18,285 -2,580 12,074 14,559 2,141 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.7 42.0 47.0 47.8 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
62 69 89 84 80 194 192
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,367
COMMITMENTS
2,067 15,263 2,533 74,074 62,904 78,674 80,700 12,693 10,667
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -4,714)
-13 434 -830 -5,841 -5,262 -6,684 -5,658 1,970 944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 16.7 2.8 81.1 68.8 86.1 88.3 13.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 18 16 20 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,408
COMMITMENTS
0 5,725 1,113 37,057 28,672 38,170 35,510 10,238 12,898
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,338)
-230 2,071 -978 -2,096 -2,964 -3,304 -1,871 966 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 2.3 76.6 59.2 78.9 73.4 21.1 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 19 16 20 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,265
COMMITMENTS
9,071 1,532 5,676 90,446 100,412 105,193 107,620 14,072 11,645
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -9,164)
-931 658 -731 -16,097 -12,834 -17,759 -12,907 8,595 3,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.3 4.8 75.8 84.2 88.2 90.2 11.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 17 22 20 25
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,398
COMMITMENTS
18,256 0 0 38,110 55,185 56,366 55,185 10,032 11,213
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -4,656)
0 -494 0 -4,267 -3,441 -4,267 -3,935 -389 -721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 0.0 0.0 57.4 83.1 84.9 83.1 15.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 16 15 18 15
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,319
COMMITMENTS
2,181 3,171 5,130 65,950 64,425 73,261 72,726 6,058 6,593
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -3,634)
-1,054 -434 -804 -4,072 -4,435 -5,930 -5,673 2,296 2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 4.0 6.5 83.1 81.2 92.4 91.7 7.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 18 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,900
COMMITMENTS
3,493 946 3,276 54,229 57,192 60,998 61,414 7,902 7,486
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,687)
-515 620 -1,202 -1,110 -1,893 -2,827 -2,475 140 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.4 4.8 78.7 83.0 88.5 89.1 11.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 14 19 15 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,614
COMMITMENTS
3,200 2,869 3,395 67,549 68,868 74,144 75,132 9,470 8,482
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -8,003)
-44 -840 13 -8,104 -7,350 -8,135 -8,177 132 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.4 4.1 80.8 82.4 88.7 89.9 11.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 17 26 20 28
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,017
COMMITMENTS
0 5,891 3,341 69,966 66,836 73,307 76,068 13,710 10,949
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 3,941)
0 -510 1,750 2,417 -1,061 4,167 179 -226 3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 3.8 80.4 76.8 84.2 87.4 15.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 16 18 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,771
COMMITMENTS
4,696 2,471 713 45,585 46,906 50,994 50,090 7,777 8,681
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -7,145)
0 -3,911 403 -7,077 -5,438 -6,674 -8,946 -471 1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 4.2 1.2 77.6 79.8 86.8 85.2 13.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 21 17 23 18
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,625
COMMITMENTS
4,661 8,254 4,878 92,095 86,681 101,634 99,813 8,991 10,812
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,240)
-4,643 1,160 1,294 1,934 -7,167 -1,415 -4,713 -825 2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.5 4.4 83.2 78.4 91.9 90.2 8.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 3 23 20 26 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,935
COMMITMENTS
0 9,573 620 40,277 41,168 40,897 51,361 18,038 7,574
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -3,744)
0 1,486 -517 -5,323 -6,399 -5,840 -5,430 2,096 1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.2 1.1 68.3 69.9 69.4 87.1 30.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 1 13 12 14 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,803
COMMITMENTS
3,852 21,516 10,176 144,317 134,377 158,345 166,069 14,458 6,734
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -12,326)
-1,544 4,768 -4,148 -10,326 -13,282 -16,018 -12,662 3,692 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 12.5 5.9 83.5 77.8 91.6 96.1 8.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 5 5 35 37 40 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,547
COMMITMENTS
2,772 4,426 1,126 68,461 60,101 72,359 65,653 8,188 14,894
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -9,003)
-2,741 -699 -1,008 -8,701 -12,557 -12,450 -14,264 3,447 5,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 5.5 1.4 85.0 74.6 89.8 81.5 10.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 2 16 14 19 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 276,369
COMMITMENTS
12,872 723 6,804 242,707 258,958 262,383 266,485 13,986 9,884
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -19,371)
6,050 55 -6,517 -22,988 -16,159 -23,455 -22,621 4,084 3,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.3 2.5 87.8 93.7 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 2 5 36 38 41 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,366
COMMITMENTS
7,335 14,272 15,319 128,050 130,336 150,704 159,927 15,662 6,439
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -10,376)
-5,727 1,191 -1,006 -9,042 -12,802 -15,775 -12,617 5,399 2,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 8.6 9.2 77.0 78.3 90.6 96.1 9.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 35 31 38 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,769
COMMITMENTS
13,100 8,074 9,888 141,195 149,075 164,183 167,037 18,586 15,732
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -8,367)
2,425 -847 975 -15,260 -11,014 -11,860 -10,886 3,493 2,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 4.4 5.4 77.3 81.6 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 4 5 27 31 33 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 232,682
COMMITMENTS
22,178 4,317 20,741 176,422 190,595 219,341 215,653 13,341 17,029
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -14,443)
-3,808 -4,803 1,080 -10,279 -15,800 -13,007 -19,523 -1,436 5,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 1.9 8.9 75.8 81.9 94.3 92.7 5.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 6 36 35 42 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,635
COMMITMENTS
0 6,994 2,836 51,126 41,348 53,962 51,178 8,673 11,457
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,854)
0 -2,458 1,244 -6,458 -5,225 -5,214 -6,439 2,360 3,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 4.5 81.6 66.0 86.2 81.7 13.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 22 18 24 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,679,719
COMMITMENTS
265,705 114,523 839,027 1540355 1709177 2645087 2662727 34,632 16,992
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -10,835)
18,291 5,904 -19,786 -10,015 -852 -11,510 -14,734 675 3,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 4.3 31.3 57.5 63.8 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 17 42 105 90 150 136
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 830,493
COMMITMENTS
130,101 244,660 96,811 597,863 485,398 824,775 826,869 5,718 3,624
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 55,165)
15,178 56,455 -7,485 46,822 5,950 54,515 54,920 650 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 29.5 11.7 72.0 58.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 15 24 36 33 66 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 79,484
COMMITMENTS
2,737 966 3,519 72,777 74,679 79,033 79,164 451 320
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,427)
200 210 -269 -1,303 -1,190 -1,372 -1,249 -55 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.2 4.4 91.6 94.0 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 6 39 37 47 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,170
COMMITMENTS
596 0 940 17,505 17,912 19,041 18,852 129 318
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -482)
80 0 -80 -482 -342 -482 -422 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.0 4.9 91.3 93.4 99.3 98.3 0.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 13 13 14 14
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,056
COMMITMENTS
852 0 0 14,161 14,865 15,013 14,865 43 191
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -904)
-80 0 0 -867 -884 -947 -884 43 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.0 0.0 94.1 98.7 99.7 98.7 0.3 1.3
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 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,293
COMMITMENTS
1,673 0 544 16,522 18,559 18,740 19,103 553 190
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -337)
393 0 -395 -605 12 -608 -383 271 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.0 2.8 85.6 96.2 97.1 99.0 2.9 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 19 20 21 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,102
COMMITMENTS
1,635 40 100 12,437 14,254 14,172 14,394 930 708
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -945)
-221 0 -50 -556 -756 -827 -806 -118 -139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.3 0.7 82.4 94.4 93.8 95.3 6.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 14 16 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,830
COMMITMENTS
888 0 802 23,424 24,686 25,114 25,488 716 342
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,146)
176 0 -200 -1,082 -894 -1,106 -1,094 -40 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 3.1 90.7 95.6 97.2 98.7 2.8 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 23 23 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,890
COMMITMENTS
0 896 1,760 24,660 23,800 26,420 26,456 470 434
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,236)
0 -156 -80 -1,132 -1,200 -1,212 -1,436 -24 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 6.5 91.7 88.5 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 18 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,726
COMMITMENTS
0 440 560 10,014 9,446 10,574 10,446 152 280
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -588)
0 -130 0 -530 -378 -530 -508 -58 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.1 5.2 93.4 88.1 98.6 97.4 1.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 17 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,290,198
COMMITMENTS
176,408 117,904 627,161 1417728 1458545 2221297 2203610 68,901 86,588
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 22,648)
-4,704 -9,443 15,841 18,526 23,042 29,663 29,440 -7,014 -6,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.1 27.4 61.9 63.7 97.0 96.2 3.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
94 120 161 92 98 279 301
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 87,297
COMMITMENTS
25,273 1,238 2,736 29,456 56,798 57,465 60,772 29,832 26,525
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -3,210)
29 1,224 -1,055 -2,836 -2,811 -3,862 -2,642 652 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 1.4 3.1 33.7 65.1 65.8 69.6 34.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 4 13 13 19 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,760
COMMITMENTS
0 0 0 23,760 23,710 23,760 23,710 0 50
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,625)
0 0 0 -2,625 -2,625 -2,625 -2,625 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 18 16 18 16
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,929
COMMITMENTS
3,245 8,231 18,116 29,101 23,744 50,462 50,091 5,467 5,838
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 719)
-205 -263 923 250 88 968 748 -249 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 14.7 32.4 52.0 42.5 90.2 89.6 9.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 5 15 15 15 31 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,612
COMMITMENTS
8,741 1,951 59 4,253 13,030 13,053 15,040 2,559 572
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,732)
-406 -549 -206 -871 -984 -1,483 -1,739 -249 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 12.5 0.4 27.2 83.5 83.6 96.3 16.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
65 6 3 19 25 86 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,025
COMMITMENTS
5,521 836 312 2,483 8,592 8,316 9,740 2,709 1,285
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,269)
-1,260 -604 -84 33 -600 -1,311 -1,288 42 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 7.6 2.8 22.5 77.9 75.4 88.3 24.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 5 4 11 20 45 28
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,635
COMMITMENTS
34,921 9,032 25,244 114,414 144,749 174,579 179,026 18,056 13,609
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 7,158)
3,453 -1,259 2,398 4,422 7,957 10,272 9,095 -3,114 -1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 4.7 13.1 59.4 75.1 90.6 92.9 9.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
54 19 35 80 90 148 134
Updated March 9, 2007