GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,745
COMMITMENTS
625 159 275 3,695 4,925 4,595 5,359 1,150 386
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 125)
0 -84 0 125 118 125 34 0 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 2.8 4.8 64.3 85.7 80.0 93.3 20.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 17 14 18 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,972
COMMITMENTS
319 7,010 89 14,083 6,220 14,491 13,319 481 1,653
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 0)
-134 0 0 68 -60 -66 -60 66 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 46.8 0.6 94.1 41.5 96.8 89.0 3.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 4 1 26 27 29 31
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,744
COMMITMENTS
0 75 0 2,124 2,029 2,124 2,104 620 640
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 313)
0 0 0 328 313 328 313 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 77.4 73.9 77.4 76.7 22.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 0 22 27 22 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 231,581
COMMITMENTS
23,237 28,285 29,909 146,796 141,414 199,942 199,608 31,639 31,972
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,150)
3,283 3,233 305 -6,005 -5,539 -2,417 -2,001 1,267 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 12.2 12.9 63.4 61.1 86.3 86.2 13.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 29 35 62 72 110 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,321,858
COMMITMENTS
81,430 121,836 551,986 618,417 611,221 1251833 1285043 70,025 36,815
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 5,553)
7,366 23,431 -11,361 11,597 -3,672 7,602 8,397 -2,049 -2,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 9.2 41.8 46.8 46.2 94.7 97.2 5.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
60 78 92 88 83 202 205
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,866
COMMITMENTS
1,157 15,372 3,571 74,383 62,372 79,111 81,315 12,755 10,551
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -3)
-1,523 332 762 544 -703 -217 391 214 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.7 3.9 81.0 67.9 86.1 88.5 13.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 3 18 16 21 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,387
COMMITMENTS
0 2,409 2,293 43,206 39,031 45,499 43,733 10,888 12,654
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,585)
0 -1,572 -20 1,019 3,421 999 1,829 586 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 4.1 76.6 69.2 80.7 77.6 19.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 21 19 23 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,556
COMMITMENTS
9,071 490 5,676 89,139 103,535 103,886 109,701 14,670 8,855
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,249)
0 -186 0 -659 193 -659 7 -590 -1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.4 4.8 75.2 87.3 87.6 92.5 12.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 3 19 25 22 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,002
COMMITMENTS
18,256 2,686 0 43,664 56,119 61,920 58,805 9,082 12,197
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 4,516)
0 2,686 0 4,458 694 4,458 3,380 58 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 3.8 0.0 61.5 79.0 87.2 82.8 12.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 0 18 16 20 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,395
COMMITMENTS
0 3,171 5,751 66,770 62,086 72,521 71,008 5,874 7,387
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -809)
-1,638 95 616 213 -1,700 -809 -989 0 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 7.3 85.2 79.2 92.5 90.6 7.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 3 17 19 20 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,078
COMMITMENTS
4,902 822 2,856 53,859 57,862 61,617 61,540 7,461 7,538
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 727)
-709 -184 173 1,336 626 800 615 -73 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 1.2 4.1 78.0 83.8 89.2 89.1 10.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 16 20 17 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,239
COMMITMENTS
3,200 2,372 4,203 69,767 72,373 77,170 78,948 10,069 8,291
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,727)
-60 353 306 1,678 1,687 1,924 2,346 -197 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.7 4.8 80.0 83.0 88.5 90.5 11.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 20 28 24 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,482
COMMITMENTS
0 7,553 3,756 73,380 68,294 77,136 79,603 12,346 9,879
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 223)
0 1,152 49 1,638 -152 1,687 1,049 -1,464 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 4.2 82.0 76.3 86.2 89.0 13.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 19 18 21 21
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,768
COMMITMENTS
4,696 2,325 589 43,274 45,897 48,559 48,811 9,209 8,957
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,820)
0 0 0 -1,874 -1,184 -1,874 -1,184 54 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 4.0 1.0 74.9 79.5 84.1 84.5 15.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 20 18 22 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,246
COMMITMENTS
3,818 7,234 6,496 97,916 90,867 108,230 104,597 9,016 12,649
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 2,291)
-2,180 -180 1,211 3,265 1,189 2,296 2,220 -5 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 6.2 5.5 83.5 77.5 92.3 89.2 7.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 24 20 28 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,019
COMMITMENTS
0 10,194 735 42,424 42,138 43,159 53,067 17,860 7,952
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,136)
0 475 91 1,003 828 1,094 1,394 42 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.7 1.2 69.5 69.1 70.7 87.0 29.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 13 13 14 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,939
COMMITMENTS
3,852 23,005 9,856 143,949 131,522 157,657 164,383 14,282 7,556
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 138)
0 1,893 -620 1,582 -2,019 962 -746 -824 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 13.4 5.7 83.7 76.5 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 6 36 34 42 41
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,879
COMMITMENTS
1,935 4,426 2,394 66,011 59,040 70,340 65,860 10,539 15,019
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -365)
694 -318 497 -3,296 -3,356 -2,105 -3,177 1,740 2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.5 3.0 81.6 73.0 87.0 81.4 13.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 14 18 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 286,881
COMMITMENTS
11,387 723 8,831 251,300 266,138 271,518 275,692 15,363 11,189
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 4,051)
-2,789 0 623 5,940 3,764 3,774 4,387 277 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.3 3.1 87.6 92.8 94.6 96.1 5.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 2 5 36 39 41 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,405
COMMITMENTS
10,377 14,519 16,647 131,111 135,839 158,135 167,005 13,270 4,400
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,106)
0 402 850 1,414 1,713 2,264 2,965 -1,158 -1,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 8.5 9.7 76.5 79.3 92.3 97.4 7.7 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 38 32 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,321
COMMITMENTS
11,207 13,386 7,772 146,010 144,588 164,989 165,746 18,332 17,575
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 631)
-913 2,515 -49 440 -1,569 -522 897 1,153 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.3 4.2 79.6 78.9 90.0 90.4 10.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 5 5 29 32 35 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,115
COMMITMENTS
0 2,668 2,407 36,982 33,056 39,389 38,131 10,726 11,984
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 2,513)
0 24 -52 3,048 2,294 2,996 2,266 -483 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 4.8 73.8 66.0 78.6 76.1 21.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 15 17 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 249,462
COMMITMENTS
17,458 6,442 22,276 193,219 200,917 232,953 229,635 16,509 19,827
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 6,507)
-1,806 1,460 -147 6,924 3,354 4,971 4,667 1,536 1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.6 8.9 77.5 80.5 93.4 92.1 6.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 3 6 38 35 44 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,251
COMMITMENTS
0 6,066 2,540 53,080 43,949 55,620 52,555 6,631 9,696
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 541)
-190 110 -292 1,327 2,731 845 2,549 -304 -2,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 4.1 85.3 70.6 89.3 84.4 10.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 21 26 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,730,107
COMMITMENTS
249,138 123,413 884,013 1565243 1708819 2698394 2716245 31,713 13,862
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 19,703)
-18,045 8,197 23,332 17,071 -9,396 22,358 22,133 -2,655 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.5 32.4 57.3 62.6 98.8 99.5 1.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 17 41 107 91 151 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 901,215
COMMITMENTS
136,646 321,236 103,890 653,647 468,953 894,183 894,079 7,032 7,136
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 40,450)
2,235 14,212 15,903 20,624 7,947 38,762 38,062 1,688 2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 35.6 11.5 72.5 52.0 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 16 26 37 35 68 65
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 83,404
COMMITMENTS
2,518 920 3,666 76,749 78,538 82,933 83,124 471 280
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,159)
-43 -17 97 1,202 1,079 1,257 1,159 -98 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 4.4 92.0 94.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 4 6 40 38 48 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,316
COMMITMENTS
596 42 940 17,715 18,081 19,251 19,063 65 253
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 104)
0 42 0 39 43 39 85 65 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.2 4.9 91.7 93.6 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 14 17 15 19
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| 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 03/13/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 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 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,963
COMMITMENTS
1,651 0 555 17,435 19,170 19,641 19,725 322 238
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 636)
2 0 -1 623 560 624 559 12 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 2.8 87.3 96.0 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 19 21 21 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,038
COMMITMENTS
1,595 40 100 12,273 14,181 13,968 14,321 1,070 717
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 57)
0 0 0 57 33 57 33 -0 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 0.3 0.7 81.6 94.3 92.9 95.2 7.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 15 13 16 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,190
COMMITMENTS
888 0 802 23,794 25,046 25,484 25,848 706 342
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 142)
0 0 0 152 142 152 142 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 3.1 90.9 95.6 97.3 98.7 2.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 24 23 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,160
COMMITMENTS
60 896 1,760 24,870 24,070 26,690 26,726 470 434
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 150)
60 0 0 90 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.3 6.5 91.6 88.6 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 16 20 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,046
COMMITMENTS
0 440 560 10,306 9,978 10,866 10,978 180 68
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 320)
0 0 0 292 372 292 372 28 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 5.1 93.3 90.3 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 16 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,257,707
COMMITMENTS
182,379 119,860 573,889 1426334 1478092 2182602 2171841 75,105 85,865
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -89,777)
-5,122 -2,084 -57,636 -21,861 -20,100 -84,619 -79,821 -5,158 -9,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.3 25.4 63.2 65.5 96.7 96.2 3.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
104 108 151 92 95 278 286
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 93,779
COMMITMENTS
26,438 2,438 3,787 32,876 58,101 63,101 64,326 30,678 29,453
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 3,026)
802 300 222 -4,549 1,921 -3,525 2,443 6,551 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 2.6 4.0 35.1 62.0 67.3 68.6 32.7 31.4
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 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,660
COMMITMENTS
0 0 0 23,660 23,610 23,660 23,610 0 50
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -100)
0 0 0 -100 -100 -100 -100 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 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,498
COMMITMENTS
2,735 9,579 17,271 30,585 22,826 50,591 49,676 3,907 4,822
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,448)
-224 659 -1,286 598 -828 -912 -1,455 -1,536 -993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 17.6 31.7 56.1 41.9 92.8 91.2 7.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 9 17 15 14 32 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,320
COMMITMENTS
8,715 1,928 2 4,345 13,154 13,062 15,084 2,258 236
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -182)
-258 -25 0 82 -81 -176 -106 -6 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 12.6 0.0 28.4 85.9 85.3 98.5 14.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
63 8 1 18 27 82 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,340
COMMITMENTS
6,292 1,107 523 2,217 8,806 9,032 10,436 2,308 904
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 621)
568 382 173 -194 112 547 667 74 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 9.8 4.6 19.5 77.7 79.6 92.0 20.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
32 6 4 9 23 44 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 199,005
COMMITMENTS
34,922 6,618 26,432 113,683 146,935 175,037 179,985 23,968 19,020
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,602)
-762 -2,038 675 1,880 3,504 1,793 2,140 -190 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 3.3 13.3 57.1 73.8 88.0 90.4 12.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
48 16 34 81 89 142 130
Updated March 23, 2007