GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,824
COMMITMENTS
1,575 1,025 225 5,824 7,524 7,624 8,774 1,200 50
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 100)
75 50 0 175 200 250 250 -150 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.6 2.5 66.0 85.3 86.4 99.4 13.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 18 14 19 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,021
COMMITMENTS
75 6,229 121 14,853 7,971 15,049 14,321 972 1,700
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 779)
0 -50 100 779 779 879 829 -100 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 38.9 0.8 92.7 49.8 93.9 89.4 6.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 1 1 28 25 30 26
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,882
COMMITMENTS
0 158 14 1,462 1,170 1,476 1,342 406 540
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -159)
0 136 7 -290 -410 -283 -267 124 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.4 0.7 77.7 62.2 78.4 71.3 21.6 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 16 16 17 18
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,897
COMMITMENTS
0 105 250 2,283 1,993 2,533 2,348 364 549
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 312)
0 -20 20 232 187 252 187 60 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 8.6 78.8 68.8 87.4 81.0 12.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 26 27 28 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,496
COMMITMENTS
33,423 25,165 36,529 126,325 138,675 196,277 200,370 32,219 28,126
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 5,172)
7,111 1,180 1,237 -3,734 4,871 4,614 7,288 557 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 11.0 16.0 55.3 60.7 85.9 87.7 14.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 33 32 63 71 117 117
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,232,253
COMMITMENTS
75,657 135,980 476,652 605,192 579,417 1157501 1192049 74,752 40,204
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -26,432)
6,200 -3,926 -10,199 -24,513 -15,591 -28,512 -29,716 2,080 3,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.0 38.7 49.1 47.0 93.9 96.7 6.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 79 93 81 78 206 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,875
COMMITMENTS
2,306 14,187 3,041 77,400 68,433 82,747 85,661 10,128 7,214
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 3,438)
1,158 -430 -225 1,684 3,852 2,617 3,197 821 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 15.3 3.3 83.3 73.7 89.1 92.2 10.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 20 22 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,905
COMMITMENTS
2,245 754 3,249 46,041 45,901 51,535 49,904 9,370 11,001
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,296)
-492 -488 720 1,854 1,511 2,082 1,743 214 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 1.2 5.3 75.6 75.4 84.6 81.9 15.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 2 23 17 25 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,664
COMMITMENTS
11,897 944 7,553 95,026 107,367 114,476 115,864 10,188 8,800
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -72)
-672 -622 370 204 634 -98 382 26 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.8 6.1 76.2 86.1 91.8 92.9 8.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 4 23 28 27 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,247
COMMITMENTS
16,920 5,309 5,925 50,871 63,528 73,716 74,762 11,531 10,485
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,594)
-3,192 -2,225 -820 3,655 4,276 -357 1,231 1,951 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 6.2 7.0 59.7 74.5 86.5 87.7 13.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 18 19 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,516
COMMITMENTS
4,611 407 7,307 67,112 69,302 79,030 77,016 3,486 5,500
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 818)
-1,082 -1,322 1,370 343 716 631 764 187 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.5 8.9 81.3 84.0 95.8 93.3 4.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 20 22 24 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,817
COMMITMENTS
7,406 0 2,201 50,713 57,183 60,320 59,384 5,497 6,433
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,402)
1,475 0 -24 159 2,488 1,610 2,464 792 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 3.3 77.1 86.9 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 19 21 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,369
COMMITMENTS
2,965 1,961 4,685 73,879 74,210 81,529 80,856 8,840 9,513
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,049)
823 -1,506 -179 222 2,774 866 1,089 183 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.2 5.2 81.8 82.1 90.2 89.5 9.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 24 28 28 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,023
COMMITMENTS
0 6,906 3,070 71,640 64,616 74,710 74,592 11,313 11,431
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,955)
0 -1,066 662 1,833 2,443 2,495 2,039 460 916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.0 3.6 83.3 75.1 86.8 86.7 13.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 22 19 24 21
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,435
COMMITMENTS
6,950 2,568 1,197 26,385 27,080 34,532 30,845 2,903 6,590
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 476)
-471 0 320 512 -398 361 -78 115 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 6.9 3.2 70.5 72.3 92.2 82.4 7.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 11 11 14 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,926
COMMITMENTS
9,390 879 4,031 60,725 66,786 74,146 71,696 4,780 7,230
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,612)
-2,244 524 -2,024 8,195 4,328 3,927 2,828 -1,315 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.1 5.1 76.9 84.6 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 25 22 29 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,505
COMMITMENTS
2,172 15,885 7,069 100,361 80,264 109,602 103,218 8,903 15,287
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 330)
1,038 -68 183 -190 92 1,031 207 -701 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 13.4 6.0 84.7 67.7 92.5 87.1 7.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 3 27 27 30 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,775
COMMITMENTS
0 6,780 1,321 46,592 42,403 47,913 50,504 12,862 10,271
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 899)
0 -670 -227 1,016 1,808 789 911 110 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 2.2 76.7 69.8 78.8 83.1 21.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,930
COMMITMENTS
2,998 24,499 12,843 140,981 124,359 156,822 161,701 11,108 6,229
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,282)
-792 1,502 348 -42 -1,024 -486 826 1,768 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 14.6 7.6 84.0 74.1 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 8 38 36 46 45
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,952
COMMITMENTS
1,015 7,860 4,217 84,248 71,313 89,480 83,390 6,472 12,562
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,091)
1,003 -1,923 -30 26 1,616 999 -337 92 1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 8.2 4.4 87.8 74.3 93.3 86.9 6.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 4 21 19 25 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,628
COMMITMENTS
19,403 480 6,316 241,655 261,482 267,374 268,278 11,254 10,350
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,288)
1,322 -637 167 457 1,697 1,946 1,227 -658 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.2 2.3 86.7 93.8 96.0 96.3 4.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 1 6 40 44 46 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,271
COMMITMENTS
7,374 7,789 16,024 144,876 152,637 168,274 176,450 14,997 6,821
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 3,809)
370 0 244 2,525 3,137 3,139 3,381 670 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.2 8.7 79.1 83.3 91.8 96.3 8.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 38 35 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,214
COMMITMENTS
13,382 7,266 12,067 135,331 149,076 160,780 168,409 20,434 12,805
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 9,087)
3,620 1,587 761 7,400 7,240 11,781 9,588 -2,694 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 4.0 6.7 74.7 82.3 88.7 92.9 11.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 3 5 33 35 40 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,948
COMMITMENTS
0 3,195 2,081 37,446 34,018 39,527 39,294 12,421 12,654
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 259)
0 432 -413 1,926 634 1,513 653 -1,254 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 4.0 72.1 65.5 76.1 75.6 23.9 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 18 19 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,949
COMMITMENTS
29,777 4,056 24,251 179,076 208,418 233,104 236,725 14,845 11,224
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,220)
450 -2,922 2,984 -2,666 1,407 768 1,469 452 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 1.6 9.8 72.2 84.1 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 4 7 39 40 50 47
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,854
COMMITMENTS
1,372 6,123 3,551 54,280 45,393 59,203 55,067 7,651 11,787
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,870)
0 151 183 564 570 747 904 1,123 966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.2 5.3 81.2 67.9 88.6 82.4 11.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 22 20 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,522,646
COMMITMENTS
198,510 65,879 794,779 1497043 1647332 2490332 2507990 32,314 14,656
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 27,402)
5,726 5,177 7,416 13,228 16,353 26,370 28,946 1,032 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 2.6 31.5 59.3 65.3 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
34 15 42 101 90 148 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,063,759
COMMITMENTS
114,851 307,996 188,096 756,868 563,321 1059815 1059413 3,944 4,346
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 16,772)
-15,622 -12,242 23,952 9,589 5,163 17,919 16,873 -1,147 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 29.0 17.7 71.2 53.0 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 19 31 38 37 72 73
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 92,278
COMMITMENTS
1,993 1,120 3,754 85,662 86,773 91,408 91,647 870 631
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 3,518)
41 -54 148 2,899 3,214 3,089 3,308 430 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.2 4.1 92.8 94.0 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 6 9 40 36 51 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,357
COMMITMENTS
810 0 726 15,756 16,400 17,292 17,126 65 231
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -21 0 -21 0 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.2 90.8 94.5 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 13 17 14 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,288
COMMITMENTS
1,831 0 238 16,749 18,125 18,818 18,363 470 924
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 19)
23 0 -11 -4 26 8 15 12 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.2 86.8 94.0 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 18 19 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,811
COMMITMENTS
960 60 110 11,971 13,147 13,041 13,317 770 494
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1)
0 0 0 1 1 1 1 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 0.8 86.7 95.2 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 14 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,541
COMMITMENTS
963 0 513 27,915 29,506 29,391 30,019 1,150 522
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,168)
0 0 0 1,928 1,928 1,928 1,928 240 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.0 1.7 91.4 96.6 96.2 98.3 3.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,316
COMMITMENTS
340 664 1,540 24,660 24,728 26,540 26,932 776 384
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 290)
0 0 0 50 290 50 290 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 5.6 90.3 90.5 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 14 20 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,464
COMMITMENTS
0 288 552 9,130 8,988 9,682 9,828 782 636
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 34)
0 8 32 -10 42 22 82 12 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 5.3 87.3 85.9 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,445,689
COMMITMENTS
207,380 132,853 626,495 1524325 1569922 2358200 2329269 87,489 116,420
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 44,028)
12,577 10,857 -4,179 28,473 5,616 36,870 12,293 7,158 31,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.4 25.6 62.3 64.2 96.4 95.2 3.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
131 109 180 93 100 309 324
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,285
COMMITMENTS
22,689 8,060 3,608 43,456 46,351 69,753 58,019 24,532 36,266
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 8.5 3.8 46.1 49.2 74.0 61.5 26.0 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 14 13 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,845
COMMITMENTS
0 0 0 17,845 17,845 17,845 17,845 0 0
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 450)
0 0 0 450 450 450 450 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 71,307
COMMITMENTS
3,332 10,321 23,106 39,209 31,467 65,647 64,894 5,660 6,413
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 509)
924 -227 -52 69 303 941 24 -432 485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 14.5 32.4 55.0 44.1 92.1 91.0 7.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 6 13 17 17 31 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,975
COMMITMENTS
12,908 2,243 338 3,877 16,953 17,123 19,534 2,852 441
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -398)
-1,166 42 37 648 -633 -481 -554 83 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 11.2 1.7 19.4 84.9 85.7 97.8 14.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
81 10 6 16 28 102 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 16,081
COMMITMENTS
11,118 999 122 1,931 14,064 13,171 15,185 2,910 896
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 951)
978 -19 -44 103 992 1,037 929 -86 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 6.2 0.8 12.0 87.5 81.9 94.4 18.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
44 8 1 9 26 54 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,955
COMMITMENTS
47,794 16,891 50,723 113,424 147,807 211,942 215,421 28,013 24,534
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 15,599)
2,420 1,452 10,283 7,014 6,217 19,716 17,952 -4,117 -2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 7.0 21.1 47.3 61.6 88.3 89.8 11.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
70 38 52 86 92 181 160
Updated May 18, 2007