GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,863
COMMITMENTS
1,775 0 75 5,113 7,638 6,963 7,713 900 150
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 230)
0 0 0 230 130 230 130 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 0.0 1.0 65.0 97.1 88.6 98.1 11.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 17 15 19 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 13,887
COMMITMENTS
0 5,346 0 12,972 6,848 12,972 12,194 915 1,693
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 25)
0 0 0 25 25 25 25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.5 0.0 93.4 49.3 93.4 87.8 6.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 0 24 23 24 25
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,796
COMMITMENTS
0 55 40 3,397 3,208 3,437 3,303 359 493
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 413)
0 55 40 433 455 473 550 -60 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.4 1.1 89.5 84.5 90.5 87.0 9.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 1 1 27 33 28 34
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 238,449
COMMITMENTS
43,768 21,247 30,294 130,270 163,792 204,332 215,333 34,117 23,116
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -820)
-5,885 2,407 2,802 2,878 -5,591 -205 -382 -615 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 8.9 12.7 54.6 68.7 85.7 90.3 14.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
46 24 31 63 71 126 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 830,833
COMMITMENTS
90,166 151,315 289,130 384,613 357,204 763,909 797,649 66,924 33,184
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 8,124)
1,405 6,145 9,936 -1,897 -6,825 9,444 9,256 -1,320 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 18.2 34.8 46.3 43.0 91.9 96.0 8.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
68 77 76 86 71 200 187
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,529
COMMITMENTS
1,140 15,155 2,810 72,545 58,795 76,495 76,760 7,034 6,769
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 550)
62 -84 0 1,644 488 1,706 404 -1,156 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 18.1 3.4 86.9 70.4 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 2 24 22 26 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,902
COMMITMENTS
0 5,122 3,120 63,873 56,625 66,993 64,867 6,909 9,035
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 577)
0 -899 211 153 1,296 364 608 213 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 4.2 86.4 76.6 90.7 87.8 9.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 2 2 28 23 30 25
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,585
COMMITMENTS
16,387 0 6,492 91,811 109,001 114,690 115,493 6,895 6,092
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 473)
3,443 0 52 -587 1,123 2,908 1,175 -2,435 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 5.3 75.5 89.7 94.3 95.0 5.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 0 5 29 29 35 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,257
COMMITMENTS
12,391 7,435 6,590 65,930 73,940 84,911 87,965 13,346 10,292
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -67)
0 -95 -947 -519 -371 -1,466 -1,413 1,399 1,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 7.6 6.7 67.1 75.3 86.4 89.5 13.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 3 19 20 24 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,770
COMMITMENTS
8,883 37 6,571 52,114 58,617 67,568 65,225 4,202 6,545
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 62)
-1,785 37 981 45 -950 -759 68 821 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.1 9.2 72.6 81.7 94.1 90.9 5.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 4 17 19 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,165
COMMITMENTS
8,749 0 1,572 48,485 53,571 58,806 55,143 5,359 9,022
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 379)
-889 0 129 1,148 -689 388 -560 -9 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 0.0 2.4 75.6 83.5 91.6 85.9 8.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 21 22 23 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,162
COMMITMENTS
5,790 3,880 2,843 74,427 75,615 83,060 82,338 7,102 7,824
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 2,732)
1,357 698 221 1,245 2,055 2,823 2,974 -91 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 4.3 3.2 82.5 83.9 92.1 91.3 7.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 4 25 30 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,661
COMMITMENTS
0 3,245 4,721 72,120 74,028 76,841 81,994 15,820 10,667
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,546)
0 1,002 -534 1,104 2,030 570 2,498 976 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.5 5.1 77.8 79.9 82.9 88.5 17.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 2 23 21 25 24
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,598
COMMITMENTS
9,956 2,878 259 22,586 26,075 32,801 29,212 4,797 8,386
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 113)
494 0 -141 -1,191 93 -838 -48 951 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.7 0.7 60.1 69.4 87.2 77.7 12.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 11 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,714
COMMITMENTS
16,288 0 1,654 58,685 74,952 76,627 76,606 6,087 6,108
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 548)
912 0 0 -554 1,212 358 1,212 190 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 0.0 2.0 70.9 90.6 92.6 92.6 7.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 0 2 26 22 29 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,294
COMMITMENTS
3,510 8,878 7,098 96,011 86,812 106,619 102,788 6,675 10,506
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,201)
-1,436 -629 638 2,714 3,256 1,916 3,265 -715 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 7.8 6.3 84.7 76.6 94.1 90.7 5.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 2 3 31 30 35 34
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,946
COMMITMENTS
0 3,092 1,491 45,446 41,978 46,937 46,561 10,009 10,385
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 60)
0 0 20 40 0 60 20 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 2.6 79.8 73.7 82.4 81.8 17.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 18 19 20 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 31,074
COMMITMENTS
6,948 8,240 0 23,542 22,710 30,490 30,950 584 124
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 0)
0 -620 0 0 620 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 26.5 0.0 75.8 73.1 98.1 99.6 1.9 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 10 10 13 12
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,077
COMMITMENTS
3,544 18,764 16,836 112,245 101,439 132,625 137,039 11,452 7,038
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -167)
1,218 98 -1,689 -735 813 -1,206 -778 1,039 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 13.0 11.7 77.9 70.4 92.1 95.1 7.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 7 8 35 33 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,847
COMMITMENTS
3,133 4,303 3,329 79,656 76,649 86,118 84,281 6,729 8,566
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,570)
-811 -387 275 3,561 3,217 3,025 3,105 545 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.6 3.6 85.8 82.6 92.8 90.8 7.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 2 4 22 25 26 30
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,024
COMMITMENTS
6,948 8,240 0 55,335 52,300 62,283 60,540 2,741 4,484
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 4)
0 -620 0 -963 98 -963 -522 967 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.7 0.0 85.1 80.4 95.8 93.1 4.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 2 0 15 17 18 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,768
COMMITMENTS
19,656 1,500 3,662 239,034 251,901 262,352 257,063 6,416 11,705
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 2,993)
1,529 -246 -9 3,479 2,810 4,999 2,555 -2,006 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.6 1.4 88.9 93.7 97.6 95.6 2.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 2 5 46 48 51 54
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,541
COMMITMENTS
7,094 3,980 13,955 145,679 156,126 166,728 174,061 13,813 6,480
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 4,332)
-268 -1,951 1,324 3,618 4,283 4,674 3,656 -342 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 2.2 7.7 80.7 86.5 92.3 96.4 7.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 2 4 40 35 45 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,680
COMMITMENTS
783 8,003 11,465 148,448 145,979 160,696 165,447 16,984 12,233
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,296)
-488 -494 9 3,961 1,855 3,482 1,370 -186 1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 4.5 6.5 83.5 82.2 90.4 93.1 9.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 5 5 40 35 45 41
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,075
COMMITMENTS
0 1,772 1,905 43,254 41,987 45,159 45,664 11,916 11,411
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -549)
0 248 1 -764 -156 -763 93 214 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 3.3 75.8 73.6 79.1 80.0 20.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 20 16 21 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,855
COMMITMENTS
29,375 7,121 21,371 176,323 199,999 227,069 228,491 14,786 13,364
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 4,259)
-299 -698 112 4,555 9,992 4,368 9,406 -109 -5,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 2.9 8.8 72.9 82.7 93.9 94.5 6.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 2 9 42 41 53 50
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,018
COMMITMENTS
1,012 7,154 5,609 53,233 46,398 59,854 59,161 6,164 6,857
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -29)
-258 506 -166 -185 -645 -609 -305 580 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 10.8 8.5 80.6 70.3 90.7 89.6 9.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 6 5 21 25 26 32
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,667,871
COMMITMENTS
327,118 153,419 825,155 1483945 1671807 2636218 2650381 31,653 17,490
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 30,856)
-3,761 3,655 17,485 17,247 9,733 30,971 30,873 -115 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 5.8 30.9 55.6 62.7 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
29 17 44 100 91 146 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,089,485
COMMITMENTS
101,839 285,040 229,700 754,092 569,299 1085631 1084039 3,854 5,446
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 20,078)
14,221 17,725 7,217 -1,951 -6,126 19,487 18,816 591 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 26.2 21.1 69.2 52.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 25 35 41 40 77 80
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,049
COMMITMENTS
3,805 999 651 33,491 36,849 37,947 38,499 1,102 550
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 426)
40 94 6 430 356 476 456 -50 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 1.7 85.8 94.4 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 3 5 32 33 42 39
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,828
COMMITMENTS
1,417 88 615 16,688 17,979 18,720 18,682 108 146
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 38)
0 0 0 38 38 38 38 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.5 3.3 88.6 95.5 99.4 99.2 0.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 2 14 20 16 23
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,867
COMMITMENTS
6,062 360 216 13,056 18,873 19,334 19,449 533 418
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -30 374 -30 374 20 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.8 1.1 65.7 95.0 97.3 97.9 2.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 15 18 17 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,436
COMMITMENTS
709 376 126 11,005 11,704 11,840 12,206 596 230
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.0 1.0 88.5 94.1 95.2 98.2 4.8 1.8
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
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,309
COMMITMENTS
961 470 259 27,269 29,100 28,489 29,829 1,820 480
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.6 0.9 90.0 96.0 94.0 98.4 6.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 21 21 23 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,190
COMMITMENTS
240 516 1,392 24,812 24,532 26,444 26,440 746 750
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -96)
0 -140 0 -76 -126 -76 -266 -20 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 1.9 5.1 91.3 90.2 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 19 18 21 21
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,714
COMMITMENTS
720 560 520 7,832 8,078 9,072 9,158 642 556
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 480)
240 0 0 240 480 480 480 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.8 5.4 80.6 83.2 93.4 94.3 6.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 13 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,549,425
COMMITMENTS
248,968 137,421 313,839 906,067 1012454 1468874 1463714 80,551 85,711
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,053)
-1,103 663 11,935 -11,271 -17,953 -439 -5,355 3,492 8,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 8.9 20.3 58.5 65.3 94.8 94.5 5.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
108 94 128 90 101 268 269
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,612
COMMITMENTS
21,856 15,025 2,917 46,797 40,620 71,570 58,562 24,042 37,050
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,505)
-19 954 79 5,886 3,733 5,946 4,766 -2,441 -1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.7 3.1 48.9 42.5 74.9 61.2 25.1 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 4 13 13 18 19
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 9,598
COMMITMENTS
0 250 150 9,298 9,048 9,448 9,448 150 150
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 850)
0 0 50 650 650 700 700 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 1.6 96.9 94.3 98.4 98.4 1.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 1 22 19 23 21
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 83,831
COMMITMENTS
8,125 19,412 21,547 49,824 36,233 79,496 77,192 4,335 6,639
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -195)
3,999 737 -4,056 181 2,823 124 -496 -319 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.2 25.7 59.4 43.2 94.8 92.1 5.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 12 17 18 16 36 34
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,724
COMMITMENTS
12,828 1,326 89 2,258 16,005 15,175 17,420 2,549 304
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 111)
312 29 35 -231 89 116 153 -5 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 7.5 0.5 12.7 90.3 85.6 98.3 14.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
71 10 5 14 25 88 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 17,001
COMMITMENTS
12,132 1,323 0 1,721 14,763 13,853 16,086 3,148 915
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,200)
1,243 -32 0 -20 1,024 1,223 992 -23 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.4 7.8 0.0 10.1 86.8 81.5 94.6 18.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
43 8 0 7 25 50 33
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,036
COMMITMENTS
47,181 11,417 14,772 107,202 147,193 169,155 173,382 16,881 12,654
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -3,459)
-8,351 914 599 6,126 -3,031 -1,626 -1,518 -1,833 -1,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 6.1 7.9 57.6 79.1 90.9 93.2 9.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
61 21 32 79 90 152 132
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,040
COMMITMENTS
50 0 50 2,940 2,990 3,040 3,040 0 0
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 100)
50 -50 50 0 100 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 0.0 1.6 96.7 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 12 13 13 14
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,800
COMMITMENTS
350 50 0 3,450 3,650 3,800 3,700 0 100
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 250)
0 0 0 250 150 250 150 0 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 1.3 0.0 90.8 96.1 100.0 97.4 0.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 16 13 17
Updated Jun 20, 2011