NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,277
COMMITMENTS
150 7,103 21 13,641 5,539 13,812 12,663 465 1,614
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,045)
-144 93 -68 -817 -1,031 -1,029 -1,006 -16 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 49.8 0.1 95.5 38.8 96.7 88.7 3.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 4 1 24 25 26 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,461
COMMITMENTS
0 35 0 1,966 1,948 1,966 1,983 495 478
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -793)
0 -40 0 -623 -541 -623 -581 -170 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.4 0.0 79.9 79.2 79.9 80.6 20.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 1 0 23 25 23 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 203,506
COMMITMENTS
34,190 21,022 21,098 118,651 134,999 173,939 177,119 29,567 26,387
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,142)
8,878 -2,410 -316 -12,145 929 -3,583 -1,797 1,441 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 10.3 10.4 58.3 66.3 85.5 87.0 14.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
33 29 24 67 72 114 111
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 739,152
COMMITMENTS
72,245 93,234 255,886 346,433 359,925 674,564 709,045 64,588 30,107
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -15,467)
1,394 -7,106 -4,712 -8,628 651 -11,946 -11,167 -3,521 -4,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 12.6 34.6 46.9 48.7 91.3 95.9 8.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
44 67 73 79 69 175 166
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,219
COMMITMENTS
3,484 14,668 2,996 73,653 63,077 80,133 80,741 11,086 10,478
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -816)
3,484 -557 -1,578 -1,318 2,275 588 140 -1,404 -956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 16.1 3.3 80.7 69.1 87.8 88.5 12.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 2 18 17 20 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,335
COMMITMENTS
455 1,096 2,430 42,208 39,729 45,093 43,255 8,242 10,080
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -4,835)
-1,160 -192 122 -2,719 -1,882 -3,757 -1,952 -1,078 -2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.1 4.6 79.1 74.5 84.5 81.1 15.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 19 25 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,926
COMMITMENTS
7,542 3,698 8,118 94,431 101,311 110,091 113,127 10,835 7,799
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,305)
-1,529 618 2,442 333 -4,714 1,246 -1,654 -2,551 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 3.1 6.7 78.1 83.8 91.0 93.6 9.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 3 21 24 24 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,733
COMMITMENTS
26,431 11,134 428 42,778 58,210 69,637 69,772 10,096 9,961
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 3,069)
2,183 3,732 428 -958 -1,205 1,653 2,955 1,416 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 14.0 0.5 53.7 73.0 87.3 87.5 12.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 1 17 15 20 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,092
COMMITMENTS
1,135 3,686 4,881 63,046 57,526 69,062 66,093 4,030 6,999
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -5,739)
-177 -513 20 -3,930 -5,290 -4,087 -5,783 -1,652 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 5.0 6.7 86.3 78.7 94.5 90.4 5.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 17 18 20 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,386
COMMITMENTS
5,983 0 1,883 52,112 56,239 59,978 58,122 5,408 7,264
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -4,510)
2,779 0 -2,367 -3,093 -1,473 -2,681 -3,840 -1,829 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 2.9 79.7 86.0 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 19 17 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,170
COMMITMENTS
2,576 1,302 6,016 65,814 68,109 74,406 75,427 10,764 9,743
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -5,140)
-868 -1,833 1,157 -5,829 -6,110 -5,540 -6,786 400 1,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 1.5 7.1 77.3 80.0 87.4 88.6 12.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 3 3 20 26 24 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,643
COMMITMENTS
0 5,623 2,769 68,496 65,602 71,265 73,994 13,378 10,649
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -4,694)
0 -676 -252 -5,354 -2,794 -5,606 -3,722 912 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.6 3.3 80.9 77.5 84.2 87.4 15.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 17 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,964
COMMITMENTS
4,336 1,877 3,045 42,098 43,607 49,479 48,529 7,485 8,435
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,662)
-2,264 -138 806 -1,578 -4,658 -3,036 -3,990 -626 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 3.3 5.3 73.9 76.6 86.9 85.2 13.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 22 18 25 20
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 114,136
COMMITMENTS
6,936 9,998 6,344 91,801 81,338 105,081 97,680 9,055 16,456
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -6,427)
4,105 570 -1,553 -8,753 -9,112 -6,201 -10,095 -226 3,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 8.8 5.6 80.4 71.3 92.1 85.6 7.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 3 22 21 25 26
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,819
COMMITMENTS
0 8,850 1,165 43,018 42,054 44,183 52,069 15,636 7,750
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -5,263)
0 -699 -360 -1,938 -3,652 -2,298 -4,711 -2,965 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.8 1.9 71.9 70.3 73.9 87.0 26.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 15 14 17 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,302
COMMITMENTS
5,029 20,609 12,763 139,515 129,692 157,307 163,064 11,995 6,238
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -8,832)
-1,516 -4,568 2,508 -9,002 -5,968 -8,010 -8,028 -822 -804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 12.2 7.5 82.4 76.6 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 7 35 33 42 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,154
COMMITMENTS
1,140 7,139 3,729 69,995 58,292 74,864 69,160 8,290 13,994
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,648)
383 1,327 610 -2,675 -4,113 -1,682 -2,176 34 528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 8.6 4.5 84.2 70.1 90.0 83.2 10.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 3 3 17 14 20 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 279,446
COMMITMENTS
13,738 1,096 8,007 242,689 257,087 264,434 266,190 15,012 13,256
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -14,487)
2,277 -648 -2,856 -12,760 -11,139 -13,339 -14,643 -1,148 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.4 2.9 86.8 92.0 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 3 5 36 39 41 45
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,441
COMMITMENTS
8,475 10,945 16,200 128,357 138,119 153,032 165,264 17,409 5,177
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -8,483)
263 -1,535 -1,213 -11,433 -6,887 -12,383 -9,635 3,900 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 6.4 9.5 75.3 81.0 89.8 97.0 10.2 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 2 5 34 31 39 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,366
COMMITMENTS
10,164 5,188 9,700 129,349 142,040 149,213 156,928 23,153 15,438
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -8,418)
444 -7,794 625 -13,158 -2,261 -12,089 -9,430 3,671 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 3.0 5.6 75.0 82.4 86.6 91.0 13.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 4 4 26 30 31 35
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,285
COMMITMENTS
0 2,446 2,323 35,245 33,629 37,568 38,398 10,717 9,887
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,563)
0 377 -392 -2,304 -2,238 -2,696 -2,253 -867 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.1 4.8 73.0 69.6 77.8 79.5 22.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 16 15 17 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 243,816
COMMITMENTS
26,406 5,992 18,354 184,469 202,347 229,229 226,693 14,587 17,123
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -12,515)
4 2,531 -4,002 -7,946 -7,541 -11,944 -9,012 -571 -3,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 2.5 7.5 75.7 83.0 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 3 5 38 37 45 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,859
COMMITMENTS
0 6,178 1,746 53,241 41,283 54,987 49,207 5,872 11,652
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,550)
0 54 -856 -935 -4,132 -1,791 -4,934 -759 2,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.2 2.9 87.5 67.8 90.4 80.9 9.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 23 21 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,541,479
COMMITMENTS
195,758 44,518 826,396 1492374 1657072 2514528 2527986 26,951 13,493
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -209,032)
-30,717 -107,764 -19,437 -161,200 -85,272 -211,354 -212,473 2,322 3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 1.8 32.5 58.7 65.2 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
28 19 42 106 93 152 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 887,673
COMMITMENTS
141,435 308,316 97,989 643,071 477,649 882,495 883,954 5,178 3,719
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -49,691)
3,905 8,654 -32,991 -21,216 -21,201 -50,302 -45,538 611 -4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 34.7 11.0 72.4 53.8 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 11 23 37 35 62 60
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 34,834
COMMITMENTS
2,445 988 1,113 30,955 32,453 34,513 34,554 321 280
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,270)
-122 0 -34 -964 -1,236 -1,120 -1,270 -150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 2.8 3.2 88.9 93.2 99.1 99.2 0.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
5 3 6 38 34 46 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,302
COMMITMENTS
684 42 852 16,701 17,177 18,237 18,071 65 231
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,056)
88 0 -88 -1,056 -946 -1,056 -1,034 0 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.2 4.7 91.3 93.9 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 14 17 15 19
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,376
COMMITMENTS
1,768 0 290 15,011 16,668 17,069 16,958 307 418
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -818)
178 0 -178 -812 -862 -812 -1,040 -6 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 1.7 86.4 95.9 98.2 97.6 1.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 19 17 20
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,282
COMMITMENTS
1,147 60 90 11,939 13,390 13,176 13,540 1,106 742
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -681)
-168 20 -10 -579 -747 -757 -737 76 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.4 0.6 83.6 93.8 92.3 94.8 7.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,208
COMMITMENTS
814 0 622 23,144 24,294 24,580 24,916 628 292
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,042)
-74 0 -180 -710 -812 -964 -992 -78 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.0 2.5 91.8 96.4 97.5 98.8 2.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 1 24 23 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,214
COMMITMENTS
120 720 1,660 25,008 24,420 26,788 26,800 426 414
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -356)
20 -176 -100 -232 -60 -312 -336 -44 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 2.6 6.1 91.9 89.7 98.4 98.5 1.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 18 16 20 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,690
COMMITMENTS
0 420 560 9,774 9,568 10,334 10,548 356 142
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -356)
0 -20 0 -532 -410 -532 -430 176 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.9 5.2 91.4 89.5 96.7 98.7 3.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 16 14 17 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,358,053
COMMITMENTS
196,329 129,654 229,386 865,686 922,271 1291401 1281311 66,652 76,742
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 27,574)
16,684 -9,812 2,687 8,537 38,143 27,908 31,018 -334 -3,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 9.5 16.9 63.7 67.9 95.1 94.3 4.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
96 95 127 90 95 264 260
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,310
COMMITMENTS
0 0 0 21,310 21,260 21,310 21,260 0 50
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,400)
0 0 0 -2,400 -2,350 -2,400 -2,350 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 17 16 17 16
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 53,614
COMMITMENTS
2,157 10,713 14,643 31,200 21,934 48,000 47,290 5,614 6,324
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,951)
-672 335 -2,746 285 -856 -3,133 -3,267 1,182 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 20.0 27.3 58.2 40.9 89.5 88.2 10.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 14 15 14 29 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,692
COMMITMENTS
8,965 2,007 42 4,036 13,282 13,043 15,331 2,649 361
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 19)
144 -164 -2 -148 175 -6 9 25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 12.8 0.3 25.7 84.6 83.1 97.7 16.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
65 10 1 14 26 80 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,787
COMMITMENTS
7,215 1,509 128 2,069 9,382 9,412 11,019 2,375 768
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 467)
700 547 -82 -168 129 450 594 17 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.2 12.8 1.1 17.6 79.6 79.9 93.5 20.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
36 9 1 9 23 46 32
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 166,050
COMMITMENTS
42,708 7,902 10,790 95,686 135,005 149,184 153,697 16,866 12,353
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,691)
1,735 600 -935 1,862 3,865 2,662 3,530 -971 -1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 4.8 6.5 57.6 81.3 89.8 92.6 10.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
53 19 33 74 87 141 128
Updated April 6, 2007