GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,210
COMMITMENTS
625 159 275 4,135 5,265 5,035 5,699 1,175 511
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 465)
0 0 0 440 340 440 340 25 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.6 4.4 66.6 84.8 81.1 91.8 18.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 17 16 18 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,322
COMMITMENTS
294 7,010 89 14,458 6,570 14,841 13,669 481 1,653
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 350)
-25 0 0 375 350 350 350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 45.8 0.6 94.4 42.9 96.9 89.2 3.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 4 1 27 28 30 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,254
COMMITMENTS
0 75 0 2,589 2,489 2,589 2,564 665 690
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 510)
0 0 0 465 460 465 460 45 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 0.0 79.6 76.5 79.6 78.8 20.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 1 0 26 29 26 30
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 221,148
COMMITMENTS
25,121 23,752 27,322 137,676 141,076 190,118 192,150 31,030 28,998
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -10,432)
1,884 -4,533 -2,587 -9,120 -338 -9,824 -7,458 -609 -2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 10.7 12.4 62.3 63.8 86.0 86.9 14.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
26 34 32 64 73 110 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,273,365
COMMITMENTS
68,854 134,520 519,495 612,675 581,837 1201025 1235852 72,340 37,513
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -48,493)
-12,576 12,684 -32,491 -5,742 -29,384 -50,808 -49,191 2,315 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.6 40.8 48.1 45.7 94.3 97.1 5.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
61 69 91 87 83 201 197
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,035
COMMITMENTS
0 15,225 4,574 74,971 60,802 79,545 80,601 12,490 11,434
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 169)
-1,157 -147 1,003 588 -1,570 434 -714 -265 883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.5 5.0 81.5 66.1 86.4 87.6 13.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 3 18 15 21 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,170
COMMITMENTS
1,615 1,288 2,308 44,927 41,611 48,850 45,207 9,320 12,963
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,783)
1,615 -1,121 15 1,721 2,580 3,351 1,474 -1,568 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.2 4.0 77.2 71.5 84.0 77.7 16.0 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 22 19 24 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,231
COMMITMENTS
9,071 3,080 5,676 94,098 106,025 108,845 114,781 13,386 7,450
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,675)
0 2,590 0 4,959 2,490 4,959 5,080 -1,284 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 2.5 4.6 77.0 86.7 89.0 93.9 11.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 21 26 24 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,664
COMMITMENTS
24,248 7,402 0 43,736 59,415 67,984 66,817 8,680 9,847
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 5,662)
5,992 4,716 0 72 3,296 6,064 8,012 -402 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 9.7 0.0 57.0 77.5 88.7 87.2 11.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 0 18 18 20 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,831
COMMITMENTS
1,312 4,199 4,861 66,976 62,816 73,149 71,876 5,682 6,955
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 436)
1,312 1,028 -890 206 730 628 868 -192 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.3 6.2 85.0 79.7 92.8 91.2 7.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 19 20 22 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,896
COMMITMENTS
3,204 0 4,250 55,205 57,712 62,659 61,962 7,237 7,934
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 818)
-1,698 -822 1,394 1,346 -150 1,042 422 -224 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 6.1 79.0 82.6 89.6 88.6 10.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 17 21 18 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,310
COMMITMENTS
3,444 3,135 4,859 71,643 74,219 79,946 82,213 10,364 8,097
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,071)
244 763 656 1,876 1,846 2,776 3,265 295 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.5 5.4 79.3 82.2 88.5 91.0 11.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 23 29 28 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,337
COMMITMENTS
0 6,299 3,021 73,850 68,396 76,871 77,716 12,466 11,621
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -145)
0 -1,254 -735 470 102 -265 -1,887 120 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 3.4 82.7 76.6 86.0 87.0 14.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 3 2 19 17 21 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,626
COMMITMENTS
6,600 2,015 2,239 43,676 48,265 52,515 52,519 8,111 8,107
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 2,858)
1,904 -310 1,650 402 2,368 3,956 3,708 -1,098 -850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 3.3 3.7 72.0 79.6 86.6 86.6 13.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 21 18 24 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,563
COMMITMENTS
2,831 9,428 7,897 100,554 90,450 111,282 107,775 9,281 12,788
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,317)
-987 2,194 1,401 2,638 -417 3,052 3,178 265 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 7.8 6.6 83.4 75.0 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 3 3 25 24 28 29
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,082
COMMITMENTS
0 9,549 1,525 44,956 45,706 46,481 56,780 18,601 8,302
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,063)
0 -645 790 2,532 3,568 3,322 3,713 741 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 2.3 69.1 70.2 71.4 87.2 28.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 14 13 16 15
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,718
COMMITMENTS
990 13,488 0 36,428 23,928 37,418 37,416 300 302
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 35.8 0.0 96.6 63.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 8 11 10 13
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 28,316
COMMITMENTS
1,710 1,232 240 26,216 25,916 28,166 27,388 150 928
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 4.4 0.8 92.6 91.5 99.5 96.7 0.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 13 17 15 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,134
COMMITMENTS
6,545 25,177 10,255 148,517 135,660 165,317 171,092 12,817 7,042
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 6,195)
2,693 2,172 399 4,568 4,138 7,660 6,709 -1,465 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 14.1 5.8 83.4 76.2 92.8 96.0 7.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 5 7 36 34 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,802
COMMITMENTS
757 5,812 3,119 72,670 62,405 76,546 71,336 8,256 13,466
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,923)
-1,178 1,386 725 6,659 3,365 6,206 5,476 -2,283 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.9 3.7 85.7 73.6 90.3 84.1 9.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 19 15 22 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,907
COMMITMENTS
990 12,648 600 60,461 47,041 62,051 60,289 856 2,618
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 20.1 1.0 96.1 74.8 98.6 95.8 1.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 13 17 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 293,933
COMMITMENTS
11,461 1,744 10,863 255,449 268,226 277,773 280,833 16,160 13,100
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,052)
74 1,021 2,032 4,149 2,088 6,255 5,141 797 1,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 3.7 86.9 91.3 94.5 95.5 5.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 3 5 38 40 43 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,924
COMMITMENTS
8,212 12,480 17,413 139,790 145,006 165,415 174,899 13,509 4,025
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,519)
-2,165 -2,039 766 8,679 9,167 7,280 7,894 239 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 7.0 9.7 78.1 81.0 92.4 97.8 7.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 5 5 40 34 45 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,784
COMMITMENTS
9,720 12,982 9,075 142,507 144,301 161,302 166,358 19,482 14,426
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -2,537)
-1,487 -404 1,303 -3,503 -287 -3,687 612 1,150 -3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 7.2 5.0 78.8 79.8 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 5 32 34 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,848
COMMITMENTS
0 2,069 2,715 37,549 35,867 40,264 40,651 11,584 11,197
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,733)
0 -599 308 567 2,811 875 2,520 858 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.0 5.2 72.4 69.2 77.7 78.4 22.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 17 18 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 256,331
COMMITMENTS
26,402 3,461 22,356 192,415 209,888 241,173 235,705 15,158 20,626
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 6,869)
8,944 -2,981 80 -804 8,971 8,220 6,070 -1,351 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 1.4 8.7 75.1 81.9 94.1 92.0 5.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 3 6 38 35 45 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,409
COMMITMENTS
0 6,124 2,602 54,176 45,415 56,778 54,141 6,631 9,268
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,158)
0 58 62 1,096 1,466 1,158 1,586 0 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.7 4.1 85.4 71.6 89.5 85.4 10.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 22 26 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,750,511
COMMITMENTS
226,475 152,282 845,833 1653574 1742344 2725882 2740459 24,629 10,052
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 20,404)
-22,663 28,869 -38,180 88,331 33,525 27,488 24,214 -7,084 -3,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.5 30.8 60.1 63.3 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
30 19 41 114 97 160 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 937,364
COMMITMENTS
137,530 299,662 130,980 664,287 498,850 932,797 929,492 4,567 7,872
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 36,149)
884 -21,574 27,090 10,640 29,897 38,614 35,413 -2,465 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 32.0 14.0 70.9 53.2 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 11 28 39 37 72 67
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 83,658
COMMITMENTS
2,472 980 3,660 77,056 78,738 83,187 83,378 471 280
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 254)
-46 60 -6 306 200 254 254 -0 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.2 4.4 92.1 94.1 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 6 39 37 47 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,358
COMMITMENTS
596 42 940 17,757 18,123 19,293 19,105 65 253
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 42)
0 0 0 42 42 42 42 0 0
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: 28)
1 1 1 15 18 16 20
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| 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 03/20/07 (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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,987
COMMITMENTS
1,701 0 530 17,443 19,232 19,674 19,763 313 225
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 25)
51 0 -25 8 62 34 37 -9 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.0 2.7 87.3 96.2 98.4 98.9 1.6 1.1
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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,089
COMMITMENTS
1,315 40 100 12,644 14,250 14,059 14,390 1,030 700
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 52)
-280 0 0 372 68 92 68 -40 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 0.3 0.7 83.8 94.4 93.2 95.4 6.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,250
COMMITMENTS
888 0 802 23,854 25,106 25,544 25,908 706 342
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 60)
0 0 0 60 60 60 60 0 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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,570
COMMITMENTS
100 896 1,760 25,240 24,480 27,100 27,136 470 434
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 410)
40 0 0 370 410 410 410 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.2 6.4 91.5 88.8 98.3 98.4 1.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 18 15 20 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| 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 03/20/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,314,141
COMMITMENTS
189,919 131,109 603,682 1442640 1488805 2236241 2223595 77,900 90,545
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 56,434)
7,540 11,249 29,793 16,306 10,712 53,639 51,754 2,795 4,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 5.7 26.1 62.3 64.3 96.6 96.1 3.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
94 121 164 91 96 286 295
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,512
COMMITMENTS
26,154 2,966 4,420 33,174 58,534 63,748 65,920 31,764 29,592
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,733)
-284 528 633 298 433 647 1,594 1,086 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.1 4.6 34.7 61.3 66.7 69.0 33.3 31.0
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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 23,710
COMMITMENTS
0 0 0 23,710 23,610 23,710 23,610 0 100
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 0 50 0 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.6 100.0 99.6 0.0 0.4
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 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 55,565
COMMITMENTS
2,829 10,378 17,389 30,915 22,790 51,133 50,557 4,432 5,008
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,067)
94 799 118 330 -36 542 881 525 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 18.7 31.3 55.6 41.0 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 8 17 15 14 32 32
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,673
COMMITMENTS
8,821 2,171 44 4,184 13,107 13,049 15,322 2,624 351
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 353)
106 243 42 -161 -47 -13 238 366 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 13.9 0.3 26.7 83.6 83.3 97.8 16.7 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
63 10 1 16 27 80 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,320
COMMITMENTS
6,515 962 210 2,237 9,253 8,962 10,425 2,358 895
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -20)
223 -145 -313 20 447 -70 -11 50 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 8.5 1.9 19.8 81.7 79.2 92.1 20.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
35 6 2 10 25 46 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,061
COMMITMENTS
40,411 7,571 28,352 102,962 140,122 171,726 176,046 26,335 22,015
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -944)
5,490 954 1,920 -10,721 -6,813 -3,311 -3,939 2,367 2,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 3.8 14.3 52.0 70.7 86.7 88.9 13.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
53 23 39 75 83 148 132
Updated March 30, 2007