GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,528
COMMITMENTS
1,675 0 175 5,778 8,303 7,628 8,478 900 50
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 54)
25 0 0 329 54 354 54 -300 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 0.0 2.1 67.8 97.4 89.4 99.4 10.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 16 18 18 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,377
COMMITMENTS
0 6,367 0 15,947 8,464 15,947 14,831 430 1,546
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 684)
0 435 -21 745 335 724 749 -40 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.9 0.0 97.4 51.7 97.4 90.6 2.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 0 28 28 28 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,425
COMMITMENTS
0 0 0 2,961 2,816 2,961 2,816 464 609
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 261)
0 0 0 221 186 221 186 40 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.5 82.2 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 0 0 28 28 28 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 254,671
COMMITMENTS
39,163 21,925 40,204 137,287 164,958 216,655 227,087 38,016 27,584
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 26,298)
10,818 -179 6,663 5,757 20,923 23,238 27,408 3,059 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 8.6 15.8 53.9 64.8 85.1 89.2 14.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
38 29 33 64 69 122 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,266,968
COMMITMENTS
74,746 162,531 485,470 635,137 580,797 1195353 1228798 71,615 38,171
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 29,676)
-2,718 3,819 6,739 20,734 15,931 24,755 26,490 4,921 3,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 12.8 38.3 50.1 45.8 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
68 78 92 86 81 205 201
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,395
COMMITMENTS
1,847 15,220 2,301 75,885 63,958 80,033 81,479 7,362 5,916
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -333)
60 894 -249 -53 -1,102 -242 -457 -91 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 17.4 2.6 86.8 73.2 91.6 93.2 8.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 23 21 25 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,073
COMMITMENTS
0 3,958 3,546 66,223 58,964 69,769 66,468 7,304 10,605
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 900)
0 -190 -478 1,101 350 623 -318 277 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 4.6 85.9 76.5 90.5 86.2 9.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 2 2 24 20 26 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,180
COMMITMENTS
9,624 345 7,314 99,072 111,789 116,010 119,448 10,170 6,732
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 6,585)
-1,772 64 1,772 4,999 4,019 4,999 5,855 1,586 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.3 5.8 78.5 88.6 91.9 94.7 8.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 26 31 31 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,903
COMMITMENTS
10,817 6,157 10,774 69,848 75,379 91,439 92,310 9,464 8,593
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 7,759)
0 304 124 9,308 5,925 9,432 6,353 -1,673 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.1 10.7 69.2 74.7 90.6 91.5 9.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 23 21 27 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,486
COMMITMENTS
5,226 1,335 7,197 64,639 66,768 77,062 75,300 4,424 6,186
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,538)
0 233 450 1,020 916 1,470 1,599 68 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.6 8.8 79.3 81.9 94.6 92.4 5.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 4 19 20 23 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,181
COMMITMENTS
11,164 0 1,475 50,653 58,342 63,292 59,817 5,889 9,364
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 412)
-448 0 -375 1,266 572 443 197 -31 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.0 2.1 73.2 84.3 91.5 86.5 8.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 21 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,292
COMMITMENTS
5,259 1,796 2,612 76,387 79,288 84,258 83,696 8,034 8,596
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 408)
2,177 856 -1,410 549 2,238 1,316 1,684 -908 -1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 1.9 2.8 82.8 85.9 91.3 90.7 8.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 2 26 28 29 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,893
COMMITMENTS
1,216 8,977 2,348 72,498 65,564 76,062 76,889 12,831 12,004
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,268)
0 -403 -469 943 1,291 474 419 794 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.1 2.6 81.6 73.8 85.6 86.5 14.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 2 22 19 25 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,150
COMMITMENTS
6,876 2,568 1,120 25,997 26,759 33,993 30,447 3,157 6,703
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 526)
1,035 -124 -115 -456 789 464 550 62 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 6.9 3.0 70.0 72.0 91.5 82.0 8.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 3 12 11 16 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,246
COMMITMENTS
12,069 496 2,140 62,245 74,328 76,454 76,964 4,792 4,282
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,534)
593 -17 21 1,286 4,920 1,900 4,924 -366 -3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.6 2.6 76.6 91.5 94.1 94.7 5.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 27 23 30 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,576
COMMITMENTS
2,567 10,234 7,090 100,747 89,382 110,404 106,706 8,172 11,870
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,988)
-2,794 -518 1,925 4,696 2,302 3,827 3,709 -1,839 -1,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.6 6.0 85.0 75.4 93.1 90.0 6.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 3 29 28 32 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,604
COMMITMENTS
0 4,958 1,221 48,042 44,539 49,263 50,718 11,341 9,886
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,177)
0 -4 -191 1,212 1,082 1,021 887 156 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 2.0 79.3 73.5 81.3 83.7 18.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 21 21 23
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,307
COMMITMENTS
2,734 17,711 20,215 130,820 119,547 153,769 157,473 9,538 5,834
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 3,759)
244 1,576 873 4,908 1,829 6,025 4,278 -2,266 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 10.8 12.4 80.1 73.2 94.2 96.4 5.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 6 8 37 37 45 46
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,797
COMMITMENTS
5,209 5,170 4,479 78,966 74,437 88,654 84,086 5,143 9,711
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 4,725)
4,735 -276 10 1,224 4,898 5,969 4,632 -1,244 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 5.5 4.8 84.2 79.4 94.5 89.6 5.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 22 23 26 28
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,779
COMMITMENTS
6,700 9,232 300 56,482 52,039 63,482 61,571 2,297 4,208
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 3,728)
0 744 300 3,428 2,684 3,728 3,728 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 14.0 0.5 85.9 79.1 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 1 13 16 16 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,196
COMMITMENTS
20,718 1,660 3,988 246,516 264,448 271,222 270,096 8,974 10,100
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,630)
1,474 -459 -431 1,605 3,620 2,648 2,730 -1,018 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.6 1.4 88.0 94.4 96.8 96.4 3.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 5 44 50 49 56
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,595
COMMITMENTS
6,044 8,943 13,475 145,748 148,434 165,267 170,852 15,328 9,743
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 3,329)
0 271 -173 3,957 2,196 3,784 2,294 -455 1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.0 7.5 80.7 82.2 91.5 94.6 8.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 4 4 36 31 40 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,400
COMMITMENTS
7,924 6,165 11,462 133,003 146,684 152,389 164,311 24,011 12,089
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -177)
-405 -4,283 1,456 491 1,968 1,542 -859 -1,719 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 3.5 6.5 75.4 83.2 86.4 93.1 13.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 3 4 36 33 41 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,905
COMMITMENTS
0 2,157 2,272 40,789 41,247 43,061 45,676 14,844 12,229
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,734)
0 136 115 3,571 2,339 3,686 2,590 -1,952 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 3.9 70.4 71.2 74.4 78.9 25.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 15 19 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,879
COMMITMENTS
29,980 3,819 23,569 176,326 201,437 229,875 228,825 17,004 18,054
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 5,032)
1,134 -3,729 2,412 2,196 6,447 5,742 5,130 -710 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.5 9.5 71.4 81.6 93.1 92.7 6.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 3 8 38 40 48 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,736
COMMITMENTS
2,306 3,681 4,842 55,982 55,962 63,130 64,485 6,606 5,251
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 4,088)
982 0 302 2,601 4,650 3,885 4,952 203 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 5.3 6.9 80.3 80.2 90.5 92.5 9.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 24 28 27 31
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,549,920
COMMITMENTS
234,147 53,859 812,204 1473132 1669823 2519483 2535886 30,437 14,034
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 49,345)
5,704 11,581 20,382 23,389 17,530 49,475 49,493 -130 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 2.1 31.9 57.8 65.5 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 18 45 101 90 150 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,092,738
COMMITMENTS
114,171 295,573 204,444 771,712 590,711 1090327 1090728 2,411 2,010
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 25,366)
8,785 3,236 8,825 9,181 14,190 26,791 26,251 -1,425 -885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 27.0 18.7 70.6 54.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 20 30 42 40 80 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 11,030
COMMITMENTS
1,505 0 0 9,110 10,730 10,615 10,730 415 300
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 235)
105 0 -30 205 325 280 295 -45 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 0.0 82.6 97.3 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 16 14 18 14
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 98,501
COMMITMENTS
2,226 707 4,440 90,793 92,644 97,458 97,791 1,043 710
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 2,822)
-115 -33 272 2,573 2,571 2,730 2,810 92 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.7 4.5 92.2 94.1 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 5 9 37 36 50 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,555
COMMITMENTS
1,157 0 678 17,720 18,708 19,555 19,386 0 169
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 112)
259 0 40 -144 112 155 152 -43 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 3.5 90.6 95.7 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 15 20 17 22
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,553
COMMITMENTS
1,719 0 306 16,529 18,147 18,553 18,453 1,000 1,100
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 796)
-105 0 72 518 483 486 555 310 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 1.6 84.5 92.8 94.9 94.4 5.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 2 18 20 20 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,750
COMMITMENTS
834 370 124 11,140 11,794 12,098 12,288 652 462
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 17)
0 0 0 17 -3 17 -3 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 2.9 1.0 87.4 92.5 94.9 96.4 5.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 14 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,052
COMMITMENTS
1,122 390 326 27,410 29,606 28,858 30,322 2,194 730
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,406)
0 300 0 926 866 926 1,166 480 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.3 1.0 88.3 95.3 92.9 97.6 7.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 20 21 23 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,074
COMMITMENTS
340 564 1,380 24,580 24,072 26,300 26,016 774 1,058
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -282)
0 -40 0 -262 -762 -262 -802 -20 520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.1 5.1 90.8 88.9 97.1 96.1 2.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 18 19 20
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,860
COMMITMENTS
0 688 552 8,597 8,034 9,149 9,274 711 586
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -88)
0 -60 0 -88 -28 -88 -88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 5.6 87.2 81.5 92.8 94.1 7.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 14 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,268,344
COMMITMENTS
224,914 118,553 562,538 1393121 1498299 2180573 2179390 87,771 88,954
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -33,040)
13,742 6,701 -33,322 -20,602 426 -40,182 -26,195 7,142 -6,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.2 24.8 61.4 66.1 96.1 96.1 3.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
114 106 171 93 101 302 306
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 94,508
COMMITMENTS
23,095 10,646 2,826 46,718 44,620 72,639 58,092 21,869 36,416
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 2,459)
459 48 -54 5,860 1,892 6,265 1,886 -3,806 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 11.3 3.0 49.4 47.2 76.9 61.5 23.1 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 4 15 14 20 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,269
COMMITMENTS
0 250 0 15,269 14,969 15,269 15,219 0 50
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -200)
0 0 0 -200 -250 -200 -250 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 100.0 98.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 0 24 20 24 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 75,165
COMMITMENTS
2,915 16,804 22,701 44,626 29,708 70,242 69,213 4,923 5,952
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 566)
-168 88 992 463 -206 1,287 874 -721 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 22.4 30.2 59.4 39.5 93.5 92.1 6.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 10 13 18 16 32 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,634
COMMITMENTS
12,512 2,273 8 3,419 16,095 15,939 18,376 2,695 258
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 436)
540 737 -70 -113 -241 357 426 79 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 12.2 0.0 18.3 86.4 85.5 98.6 14.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
75 11 1 15 26 91 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,231
COMMITMENTS
10,151 927 321 1,961 13,041 12,433 14,289 2,798 942
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 44)
-45 -11 -107 31 102 -121 -16 165 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.6 6.1 2.1 12.9 85.6 81.6 93.8 18.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
39 6 1 11 28 50 35
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 245,003
COMMITMENTS
48,200 7,402 47,098 124,069 168,892 219,366 223,392 25,637 21,611
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 10,821)
4,647 -2,723 1,500 2,897 10,268 9,044 9,045 1,778 1,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 3.0 19.2 50.6 68.9 89.5 91.2 10.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
69 19 42 89 98 175 144
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,560
COMMITMENTS
0 150 0 3,540 3,410 3,540 3,560 20 0
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 50)
0 0 0 50 50 50 50 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.4 95.8 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 0 14 15 14 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,750
COMMITMENTS
300 50 0 3,450 3,700 3,750 3,750 0 0
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 175)
0 50 0 175 175 175 225 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 1.3 0.0 92.0 98.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 11 16 12 17
Updated June 22, 2007