GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,778
COMMITMENTS
1,675 0 175 5,953 8,153 7,803 8,328 975 450
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 250)
0 0 0 175 -150 175 -150 75 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.0 2.0 67.8 92.9 88.9 94.9 11.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 2 15 18 17 20
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,794
COMMITMENTS
0 6,487 0 16,339 8,771 16,339 15,258 455 1,536
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 417)
0 120 0 392 307 392 427 25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.6 0.0 97.3 52.2 97.3 90.9 2.7 9.1
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 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,790
COMMITMENTS
0 0 0 3,351 3,142 3,351 3,142 439 648
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 365)
0 0 0 390 326 390 326 -25 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 88.4 82.9 88.4 82.9 11.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 0 0 30 30 30 30
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 250,339
COMMITMENTS
36,122 20,487 38,065 136,013 164,004 210,200 222,557 40,139 27,782
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -4,332)
-3,042 -1,438 -2,139 -1,274 -954 -6,455 -4,530 2,122 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 8.2 15.2 54.3 65.5 84.0 88.9 16.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
40 24 34 64 69 122 112
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,268,462
COMMITMENTS
71,452 152,340 497,498 630,472 579,844 1199421 1229682 69,041 38,780
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,494)
-3,294 -10,191 12,028 -4,666 -952 4,068 884 -2,574 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.0 39.2 49.7 45.7 94.6 96.9 5.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
66 80 88 87 79 205 197
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,174
COMMITMENTS
2,024 15,102 2,602 76,388 64,308 81,014 82,012 7,160 6,162
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 779)
177 -118 301 503 350 981 533 -202 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 17.1 3.0 86.6 72.9 91.9 93.0 8.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 24 23 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,577
COMMITMENTS
0 5,952 2,993 69,402 60,794 72,395 69,739 7,182 9,838
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,504)
0 1,994 -553 3,179 1,830 2,626 3,271 -122 -767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 3.8 87.2 76.4 91.0 87.6 9.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 26 21 28 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,512
COMMITMENTS
9,204 345 5,898 102,633 112,878 117,735 119,121 8,777 7,391
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 332)
-420 0 -1,416 3,561 1,089 1,725 -327 -1,393 659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.3 4.7 81.1 89.2 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 2 5 30 31 35 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,679
COMMITMENTS
10,817 4,705 11,196 72,295 79,185 94,308 95,086 9,371 8,593
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,776)
0 -1,452 422 2,447 3,806 2,869 2,776 -93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.5 10.8 69.7 76.4 91.0 91.7 9.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 23 22 27 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,244
COMMITMENTS
5,530 1,057 7,746 65,926 67,517 79,202 76,320 4,042 6,924
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,758)
304 -278 549 1,287 749 2,140 1,020 -382 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.3 9.3 79.2 81.1 95.1 91.7 4.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 4 19 19 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,935
COMMITMENTS
9,633 0 1,991 51,200 57,455 62,824 59,446 6,111 9,489
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -246)
-1,531 0 516 547 -887 -468 -371 222 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 0.0 2.9 74.3 83.3 91.1 86.2 8.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 2 20 21 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,002
COMMITMENTS
4,686 1,889 2,637 77,319 79,094 84,642 83,620 7,360 8,382
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -290)
-573 93 25 932 -194 384 -76 -674 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 2.1 2.9 84.0 86.0 92.0 90.9 8.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 2 29 30 32 33
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,800
COMMITMENTS
1,216 5,148 4,127 78,393 74,693 83,736 83,968 11,064 10,832
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 5,907)
0 -3,829 1,779 5,895 9,129 7,674 7,079 -1,767 -1,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.4 4.4 82.7 78.8 88.3 88.6 11.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 3 23 22 27 25
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,034
COMMITMENTS
7,369 2,630 929 26,859 26,883 35,157 30,442 3,877 8,592
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,884)
493 62 -191 862 124 1,164 -5 720 1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 6.7 2.4 68.8 68.9 90.1 78.0 9.9 22.0
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 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,967
COMMITMENTS
11,871 496 2,934 64,771 75,868 79,576 79,298 4,391 4,669
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,721)
-198 0 794 2,526 1,540 3,122 2,334 -401 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 0.6 3.5 77.1 90.4 94.8 94.4 5.2 5.6
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 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,338
COMMITMENTS
4,452 8,202 7,390 100,817 94,730 112,659 110,322 7,679 10,016
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,762)
1,885 -2,032 300 70 5,348 2,255 3,616 -493 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 6.8 6.1 83.8 78.7 93.6 91.7 6.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 2 3 33 30 37 34
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,966
COMMITMENTS
0 4,069 1,182 48,428 45,155 49,610 50,406 11,356 10,560
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 362)
0 -889 -39 386 616 347 -312 15 674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 1.9 79.4 74.1 81.4 82.7 18.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 21 21 23
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,251
COMMITMENTS
7,072 8,364 0 27,855 27,608 34,927 35,972 1,324 279
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 23.1 0.0 76.8 76.2 96.3 99.2 3.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 12 13 15 14
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 27,322
COMMITMENTS
1,906 0 0 25,354 24,737 27,260 24,737 62 2,585
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 92.8 90.5 99.8 90.5 0.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 11 13 11
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,787
COMMITMENTS
3,101 19,173 19,500 131,996 120,607 154,597 159,280 10,190 5,507
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,480)
367 1,462 -715 1,176 1,060 828 1,807 652 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.6 11.8 80.1 73.2 93.8 96.7 6.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 6 7 37 38 44 46
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,916
COMMITMENTS
4,251 4,943 4,329 78,733 74,263 87,313 83,535 6,603 10,381
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 119)
-958 -227 -150 -233 -174 -1,341 -551 1,460 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.3 4.6 83.8 79.1 93.0 88.9 7.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 4 21 22 25 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,705
COMMITMENTS
7,072 8,364 0 63,518 59,811 70,590 68,175 2,115 4,530
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,926)
372 -868 -300 7,036 7,772 7,108 6,604 -182 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.5 0.0 87.4 82.3 97.1 93.8 2.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 0 16 19 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 286,811
COMMITMENTS
20,584 1,493 4,600 250,204 268,674 275,388 274,767 11,423 12,044
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,615)
-134 -167 612 3,688 4,226 4,166 4,671 2,449 1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.5 1.6 87.2 93.7 96.0 95.8 4.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 2 5 46 51 51 57
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,485
COMMITMENTS
6,044 7,542 12,358 146,227 151,364 164,629 171,264 13,856 7,221
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -2,110)
0 -1,401 -1,117 479 2,930 -638 412 -1,472 -2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.2 6.9 81.9 84.8 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 4 4 39 34 43 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,183
COMMITMENTS
3,085 5,377 11,983 139,100 147,288 154,168 164,648 21,015 10,535
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,217)
-4,839 -788 521 6,097 604 1,779 337 -2,996 -1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 3.1 6.8 79.4 84.1 88.0 94.0 12.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 2 5 39 36 44 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,502
COMMITMENTS
0 2,185 2,472 42,241 42,932 44,713 47,589 15,789 12,913
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,597)
0 28 200 1,452 1,685 1,652 1,913 945 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.1 69.8 71.0 73.9 78.7 26.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 19 16 20 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 249,733
COMMITMENTS
29,117 5,773 23,656 179,955 201,773 232,728 231,202 17,005 18,531
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,854)
-863 1,954 87 3,629 336 2,853 2,377 1 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 2.3 9.5 72.1 80.8 93.2 92.6 6.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 5 8 40 40 50 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,123
COMMITMENTS
1,105 4,570 3,614 60,120 57,935 64,839 66,119 6,284 5,004
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,387)
-1,201 889 -1,228 4,138 1,973 1,709 1,634 -322 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.4 5.1 84.5 81.5 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 3 25 29 28 34
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,660,841
COMMITMENTS
346,498 162,599 797,361 1493111 1689463 2636970 2649423 23,871 11,418
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 110,921)
112,351 108,740 -14,843 19,979 19,640 117,487 113,537 -6,566 -2,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 6.1 30.0 56.1 63.5 99.1 99.6 0.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
35 22 47 108 94 161 146
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,116,344
COMMITMENTS
107,407 294,652 216,799 780,233 600,757 1104439 1112208 11,905 4,136
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 23,606)
-6,764 -921 12,355 8,521 10,046 14,112 21,480 9,494 2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 26.4 19.4 69.9 53.8 98.9 99.6 1.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
28 21 31 41 41 83 79
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 9,975
COMMITMENTS
1,340 0 30 8,100 9,660 9,470 9,690 505 285
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -1,055)
-165 0 30 -1,010 -1,070 -1,145 -1,040 90 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 0.0 0.3 81.2 96.8 94.9 97.1 5.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 14 14 16 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 104,424
COMMITMENTS
3,596 836 4,336 95,451 98,518 103,383 103,690 1,041 733
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 5,922)
1,371 129 -104 4,658 5,874 5,925 5,899 -2 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.8 4.2 91.4 94.3 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 5 9 38 37 51 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,796
COMMITMENTS
1,333 88 678 17,785 18,861 19,796 19,627 0 169
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 241)
176 88 0 65 153 241 241 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.4 3.4 89.8 95.3 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 2 15 21 17 24
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,653
COMMITMENTS
5,644 459 284 16,758 22,125 22,686 22,868 967 785
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 4,100)
3,925 459 -22 229 3,978 4,133 4,415 -32 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.9 1.2 70.8 93.5 95.9 96.7 4.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 3 18 20 21 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,060
COMMITMENTS
834 398 136 11,434 12,360 12,404 12,894 656 166
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 310)
0 28 12 294 566 306 606 4 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 3.0 1.0 87.5 94.6 95.0 98.7 5.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 3 16 14 19 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 31,292
COMMITMENTS
1,122 470 326 28,120 30,006 29,568 30,802 1,724 490
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 240)
0 80 0 710 400 710 480 -470 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 1.5 1.0 89.9 95.9 94.5 98.4 5.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 21 21 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,118
COMMITMENTS
112 564 1,620 24,944 24,394 26,676 26,578 442 540
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 44)
-228 0 240 364 322 376 562 -332 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 2.1 6.0 92.0 90.0 98.4 98.0 1.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 20 18 22 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,844
COMMITMENTS
0 668 552 8,577 8,038 9,129 9,258 715 586
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -16)
0 -20 0 -20 4 -20 -16 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.8 5.6 87.1 81.7 92.7 94.0 7.3 6.0
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 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,316,574
COMMITMENTS
217,169 113,409 600,476 1404438 1513828 2222083 2227713 94,491 88,861
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 48,230)
-7,745 -5,144 37,938 11,317 15,528 41,510 48,323 6,720 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 4.9 25.9 60.6 65.3 95.9 96.2 4.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
134 93 172 93 99 301 310
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 96,223
COMMITMENTS
22,843 11,912 3,293 47,972 43,383 74,108 58,588 22,115 37,635
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,715)
-252 1,266 467 1,254 -1,237 1,469 496 246 1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 12.4 3.4 49.9 45.1 77.0 60.9 23.0 39.1
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 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,987
COMMITMENTS
0 300 0 15,737 15,687 15,737 15,987 250 0
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 718)
0 50 0 468 718 468 768 250 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 98.4 98.1 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 24 21 24 23
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 77,748
COMMITMENTS
3,365 15,901 24,120 44,994 30,447 72,479 70,468 5,269 7,280
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,583)
450 -903 1,419 368 739 2,237 1,255 346 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 20.5 31.0 57.9 39.2 93.2 90.6 6.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 10 12 18 16 32 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,165
COMMITMENTS
12,954 1,344 12 2,703 16,470 15,669 17,826 2,496 339
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -469)
442 -929 4 -716 375 -270 -550 -199 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.3 7.4 0.1 14.9 90.7 86.3 98.1 13.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
75 8 2 15 25 91 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,288
COMMITMENTS
9,289 1,186 545 2,457 12,682 12,291 14,413 2,997 875
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 57)
-862 259 224 496 -359 -142 124 199 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 7.8 3.6 16.1 83.0 80.4 94.3 19.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
35 6 3 13 28 48 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 225,997
COMMITMENTS
49,550 8,396 33,671 114,543 160,755 197,763 202,821 28,234 23,177
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -19,006)
1,350 993 -13,427 -9,525 -8,137 -21,603 -20,571 2,597 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 3.7 14.9 50.7 71.1 87.5 89.7 12.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
64 20 36 78 88 158 131
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| 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 3,260 3,540 3,410 20 150
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -150 0 -150 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 0.0 99.4 91.6 99.4 95.8 0.6 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 14 14 14 15
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,900
COMMITMENTS
300 50 0 3,600 3,850 3,900 3,900 0 0
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 1.3 0.0 92.3 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 29, 2007