GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,335
COMMITMENTS
750 0 225 5,160 6,690 6,135 6,915 1,200 420
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,125)
125 -159 -50 1,025 1,425 1,100 1,216 25 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 3.1 70.3 91.2 83.6 94.3 16.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 16 15 17 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,652
COMMITMENTS
325 7,078 21 13,841 5,939 14,187 13,038 465 1,614
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 375)
175 -25 0 200 400 375 375 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 48.3 0.1 94.5 40.5 96.8 89.0 3.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 3 1 24 26 27 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,686
COMMITMENTS
0 45 25 2,122 2,089 2,147 2,159 539 527
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 225)
0 10 25 156 141 181 176 44 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.7 0.9 79.0 77.8 79.9 80.4 20.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 23 23 24 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 222,473
COMMITMENTS
34,940 21,602 31,311 122,533 140,268 188,784 193,181 33,688 29,291
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -354)
1,536 184 1,475 -4,471 -2,630 -1,460 -971 1,106 617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.7 14.1 55.1 63.0 84.9 86.8 15.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
36 30 29 65 72 119 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,279,934
COMMITMENTS
82,739 147,114 513,381 604,196 578,302 1200316 1238797 79,618 41,137
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 18,218)
12,698 27,711 -3,223 2,577 -8,850 12,052 15,638 6,166 2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.5 40.1 47.2 45.2 93.8 96.8 6.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
74 63 87 85 83 209 187
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,262
COMMITMENTS
2,755 15,291 3,051 74,738 62,442 80,544 80,784 10,718 10,478
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 43)
-729 623 55 1,085 -635 411 43 -368 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 16.8 3.3 81.9 68.4 88.3 88.5 11.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 2 18 17 20 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,898
COMMITMENTS
1,003 1,096 2,855 43,126 42,475 46,984 46,426 8,914 9,472
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,563)
548 0 425 918 2,746 1,891 3,171 672 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 2.0 5.1 77.2 76.0 84.1 83.1 15.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 19 25 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,264
COMMITMENTS
8,078 3,696 8,554 95,405 102,517 112,037 114,767 10,227 7,497
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,338)
536 -2 436 974 1,206 1,946 1,640 -608 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.0 7.0 78.0 83.8 91.6 93.9 8.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 21 25 25 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,767
COMMITMENTS
26,431 12,092 796 42,320 55,034 69,547 67,922 10,220 11,845
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 34)
0 958 368 -458 -3,176 -90 -1,850 124 1,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 15.2 1.0 53.1 69.0 87.2 85.2 12.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 2 16 13 20 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,134
COMMITMENTS
2,425 3,378 4,933 63,836 59,490 71,194 67,801 3,940 7,333
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,042)
1,290 -308 52 790 1,964 2,132 1,708 -90 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.5 6.6 85.0 79.2 94.8 90.2 5.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 17 18 20 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,882
COMMITMENTS
6,077 0 2,331 53,372 57,399 61,780 59,730 5,102 7,152
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,496)
94 0 448 1,260 1,160 1,802 1,608 -306 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 0.0 3.5 79.8 85.8 92.4 89.3 7.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 18 20 20 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,556
COMMITMENTS
2,576 976 6,407 67,113 69,034 76,096 76,417 10,460 10,139
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,386)
0 -326 391 1,299 925 1,690 990 -304 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.1 7.4 77.5 79.8 87.9 88.3 12.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 4 19 25 24 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,486
COMMITMENTS
0 6,887 2,831 69,153 64,904 71,984 74,622 13,502 10,864
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 843)
0 1,264 62 657 -698 719 628 124 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 3.3 80.9 75.9 84.2 87.3 15.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 17 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,130
COMMITMENTS
5,012 1,519 2,003 41,558 42,485 48,573 46,007 8,557 11,123
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 166)
676 -358 -1,042 -540 -1,122 -906 -2,522 1,072 2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 2.7 3.5 72.7 74.4 85.0 80.5 15.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 21 17 25 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,588
COMMITMENTS
6,922 11,398 6,203 94,067 80,577 107,192 98,178 9,396 18,410
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,452)
-14 1,400 -141 2,266 -761 2,111 498 341 1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 9.8 5.3 80.7 69.1 91.9 84.2 8.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 3 22 21 26 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,099
COMMITMENTS
0 8,050 1,453 44,454 41,237 45,907 50,740 15,192 10,359
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,280)
0 -800 288 1,436 -817 1,724 -1,329 -444 2,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.2 2.4 72.8 67.5 75.1 83.0 24.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 15 18 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,814
COMMITMENTS
5,937 24,830 12,269 141,793 128,417 159,999 165,516 11,815 6,298
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,512)
908 4,221 -494 2,278 -1,275 2,692 2,452 -180 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 14.5 7.1 82.5 74.7 93.1 96.3 6.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 6 7 36 33 44 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,574
COMMITMENTS
2,027 8,745 4,023 72,234 59,812 78,284 72,580 8,290 13,994
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 3,420)
887 1,606 294 2,239 1,520 3,420 3,420 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 10.1 4.6 83.4 69.1 90.4 83.8 9.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 17 14 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,459
COMMITMENTS
13,022 1,158 8,718 243,857 257,151 265,597 267,027 14,862 13,432
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,013)
-716 62 711 1,168 64 1,163 837 -150 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.4 3.1 86.9 91.7 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 4 5 37 39 42 46
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,510
COMMITMENTS
10,952 9,900 15,986 132,654 144,357 159,592 170,243 15,918 5,267
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 5,069)
2,477 -1,045 -214 4,297 6,238 6,560 4,979 -1,491 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 5.6 9.1 75.6 82.3 90.9 97.0 9.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 5 34 31 39 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,094
COMMITMENTS
9,069 3,276 9,821 134,190 146,892 153,080 159,989 24,014 17,105
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 4,728)
-1,095 -1,912 121 4,841 4,852 3,867 3,061 861 1,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 1.8 5.5 75.8 82.9 86.4 90.3 13.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 1 3 26 30 31 34
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,762
COMMITMENTS
0 5,102 1,873 37,172 32,716 39,045 39,691 10,717 10,071
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,477)
0 2,656 -450 1,927 -913 1,477 1,293 0 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 3.8 74.7 65.7 78.5 79.8 21.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 16 17 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 248,594
COMMITMENTS
26,415 7,052 20,394 188,295 205,094 235,104 232,540 13,490 16,054
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 4,778)
9 1,060 2,040 3,826 2,747 5,875 5,847 -1,097 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 2.8 8.2 75.7 82.5 94.6 93.5 5.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 3 8 38 37 47 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,169
COMMITMENTS
380 5,206 1,676 52,269 42,453 54,325 49,335 6,844 11,834
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 310)
380 -972 -70 -972 1,170 -662 128 972 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.5 2.7 85.5 69.4 88.8 80.7 11.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 23 21 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,566,506
COMMITMENTS
202,162 50,258 837,871 1498366 1663315 2538399 2551444 28,107 15,062
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 25,027)
6,404 5,740 11,475 5,992 6,243 23,871 23,458 1,156 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.0 32.6 58.4 64.8 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 19 42 109 94 155 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 922,492
COMMITMENTS
143,378 293,706 104,300 669,326 521,208 917,004 919,214 5,488 3,278
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 34,819)
1,943 -14,610 6,311 26,255 43,559 34,509 35,260 310 -441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 31.8 11.3 72.6 56.5 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 14 25 37 35 66 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 83,014
COMMITMENTS
2,273 1,051 3,626 76,833 78,045 82,733 82,722 281 291
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,243)
12 37 -38 1,310 1,234 1,283 1,232 -40 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.3 4.4 92.6 94.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 4 7 40 37 49 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,340
COMMITMENTS
726 42 810 16,739 17,257 18,275 18,109 65 231
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 38)
42 0 -42 38 80 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.2 4.4 91.3 94.1 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 14 18 15 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,965
COMMITMENTS
1,664 0 340 16,654 18,096 18,658 18,436 307 529
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -231)
-209 0 -16 -7 -275 -231 -290 0 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.8 87.8 95.4 98.4 97.2 1.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 18 21 20 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,318
COMMITMENTS
1,087 60 120 12,005 13,378 13,212 13,558 1,106 760
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 22)
-60 0 30 66 -12 36 18 -14 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.4 0.8 83.8 93.4 92.3 94.7 7.7 5.3
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 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,972
COMMITMENTS
838 0 622 26,884 28,058 28,344 28,680 628 292
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 3,764)
24 0 0 3,740 3,764 3,764 3,764 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.0 2.1 92.8 96.8 97.8 99.0 2.2 1.0
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 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,274
COMMITMENTS
120 720 1,660 25,054 24,480 26,834 26,860 440 414
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 60)
0 0 0 46 60 46 60 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.6 6.1 91.9 89.8 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 16 21 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,720
COMMITMENTS
0 460 560 9,764 9,518 10,324 10,538 396 182
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 30)
0 40 0 -10 -50 -10 -10 40 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 5.2 91.1 88.8 96.3 98.3 3.7 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 14 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,366,210
COMMITMENTS
205,062 116,524 653,292 1420736 1506397 2279090 2276213 87,120 89,997
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -36,605)
2,562 -5,042 7,498 -56,653 -41,025 -46,594 -38,569 9,988 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.9 27.6 60.0 63.7 96.3 96.2 3.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
120 105 173 98 93 311 298
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,585
COMMITMENTS
0 0 0 21,585 21,535 21,585 21,535 0 50
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 275)
0 0 0 275 275 275 275 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 17 16 17 16
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 54,781
COMMITMENTS
2,564 11,121 15,305 31,294 21,859 49,163 48,285 5,618 6,496
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,167)
407 408 662 94 -75 1,163 995 4 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 20.3 27.9 57.1 39.9 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 14 15 14 29 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,337
COMMITMENTS
9,493 1,981 32 4,045 14,046 13,570 16,059 2,767 278
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 645)
528 -26 -10 9 764 527 728 118 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 12.1 0.2 24.8 86.0 83.1 98.3 16.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
72 8 1 14 26 87 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,684
COMMITMENTS
8,067 1,726 110 1,995 10,117 10,172 11,953 2,512 731
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 897)
852 217 -18 -74 735 760 934 137 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.6 13.6 0.9 15.7 79.8 80.2 94.2 19.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 10 1 9 25 46 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 206,506
COMMITMENTS
42,314 8,944 30,262 104,514 141,667 177,091 180,873 29,416 25,633
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,673)
111 786 -442 -1,104 -3,422 -1,435 -3,078 4,108 5,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.3 14.7 50.6 68.6 85.8 87.6 14.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
58 25 33 77 92 149 137
Updated April 13, 2007