GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,710
COMMITMENTS
0 0 100 2,435 2,265 2,535 2,365 175 345
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -715 -987 -715 -987 -87 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 3.7 89.9 83.6 93.5 87.3 6.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 2 14 16 16 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,513
COMMITMENTS
25 322 473 6,835 6,448 7,333 7,243 180 270
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,078)
-328 0 -25 -573 -1,074 -926 -1,099 -152 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 4.3 6.3 91.0 85.8 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 239,780
COMMITMENTS
25,311 38,459 29,322 152,530 137,503 207,163 205,284 32,617 34,497
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -198)
-1,415 5,326 73 2,024 -7,654 682 -2,256 -880 2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.0 12.2 63.6 57.3 86.4 85.6 13.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 43 35 62 65 110 128
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,315,469
COMMITMENTS
101,613 108,029 585,346 560,537 581,936 1247495 1275311 67,974 40,158
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,723)
2,780 130 9,587 -853 -9,823 11,514 -106 -7,792 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.2 44.5 42.6 44.2 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
52 84 90 84 78 192 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,260
COMMITMENTS
1,208 11,365 3,729 75,428 64,865 80,365 79,959 9,895 10,301
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,796)
-285 806 -546 -3,305 -4,176 -4,136 -3,916 340 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 12.6 4.1 83.6 71.9 89.0 88.6 11.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 22 23 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,219
COMMITMENTS
430 2,245 813 29,275 24,879 30,518 27,937 8,701 11,282
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,754)
-230 1,148 -847 -3,010 -5,506 -4,087 -5,205 -667 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.7 2.1 74.6 63.4 77.8 71.2 22.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,431
COMMITMENTS
4,823 0 1,754 108,737 110,686 115,314 112,440 6,117 8,991
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -9,066)
-868 -496 -124 -8,639 -8,657 -9,631 -9,277 565 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 0.0 1.4 89.5 91.2 95.0 92.6 5.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 1 27 30 29 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,431
COMMITMENTS
17,422 0 0 37,161 55,143 54,583 55,143 12,848 12,288
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,580)
0 0 0 -4,145 -4,654 -4,145 -4,654 565 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 0.0 0.0 55.1 81.8 80.9 81.8 19.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,530
COMMITMENTS
8,012 2,121 3,340 54,673 62,490 66,025 67,951 6,505 4,579
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,570)
2,580 -6 -1,671 -4,510 -1,664 -3,601 -3,341 31 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.9 4.6 75.4 86.2 91.0 93.7 9.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 18 18 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,189
COMMITMENTS
3,912 206 1,708 46,811 47,631 52,431 49,545 6,758 9,644
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -5,565)
-1,181 206 -621 -3,226 -5,112 -5,028 -5,527 -537 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.3 2.9 79.1 80.5 88.6 83.7 11.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 18 18 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,593
COMMITMENTS
3,468 4,079 2,764 78,643 78,076 84,875 84,919 7,718 7,674
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -8,007)
-310 -427 -930 -5,440 -6,615 -6,680 -7,972 -1,327 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.4 3.0 84.9 84.3 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 28 27 31 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,847
COMMITMENTS
0 5,538 1,250 60,150 59,397 61,400 66,185 12,447 7,662
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,513)
0 846 -185 -4,363 -4,737 -4,548 -4,076 1,035 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 1.7 81.5 80.4 83.1 89.6 16.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 14 19 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,658
COMMITMENTS
6,364 3,542 0 47,655 52,896 54,019 56,438 8,639 6,220
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,473)
372 -434 0 -4,503 -4,707 -4,131 -5,141 -342 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.7 0.0 76.1 84.4 86.2 90.1 13.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 19 18 21 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,414
COMMITMENTS
6,929 3,924 1,996 67,943 74,527 76,868 80,447 12,546 8,967
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,518)
5,403 -757 -2,622 -6,402 -1,397 -3,621 -4,776 103 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.4 2.2 76.0 83.4 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 26 22 29 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,874
COMMITMENTS
0 6,242 873 43,418 47,130 44,291 54,245 14,583 4,629
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,130)
0 -37 20 -3,048 -3,410 -3,028 -3,427 -1,102 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 1.5 73.7 80.1 75.2 92.1 24.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,078
COMMITMENTS
3,634 18,135 16,234 146,725 141,828 166,593 176,197 16,485 6,881
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -15,742)
-924 5,801 -6,094 -9,218 -14,810 -16,236 -15,103 494 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 9.9 8.9 80.1 77.5 91.0 96.2 9.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 37 36 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,267
COMMITMENTS
2,944 9 1,143 64,201 62,696 68,288 63,848 9,979 14,419
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -10,541)
-1,660 -1,635 -1,465 -8,056 -13,882 -11,181 -16,982 640 6,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.0 1.5 82.0 80.1 87.3 81.6 12.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 18 21 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,526
COMMITMENTS
12,863 2,178 7,006 247,236 261,607 267,105 270,791 11,421 7,735
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -15,324)
-1,261 482 313 -15,821 -16,644 -16,769 -15,849 1,445 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.8 2.5 88.8 93.9 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 6 41 41 47 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,318
COMMITMENTS
10,220 5,793 14,596 117,659 128,446 142,475 148,835 12,843 6,483
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -7,126)
-721 -1,712 1,974 -9,864 -8,051 -8,611 -7,789 1,485 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 3.7 9.4 75.8 82.7 91.7 95.8 8.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 6 33 31 39 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,346
COMMITMENTS
205 5,317 4,668 140,600 132,409 145,473 142,394 15,873 18,952
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -11,943)
205 328 -121 -14,477 -17,496 -14,393 -17,289 2,450 5,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 3.3 2.9 87.1 82.1 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 33 28 36 32
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,061
COMMITMENTS
57,694 3,919 12,716 142,360 196,253 212,770 212,888 12,291 12,173
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -9,626)
-3,028 2,057 183 -5,003 -11,770 -7,848 -9,530 -1,778 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 1.7 5.7 63.3 87.2 94.5 94.6 5.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 6 36 36 44 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,511
COMMITMENTS
0 644 0 44,368 42,467 44,368 43,111 7,143 8,400
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,406)
0 -1,445 0 -3,014 -1,892 -3,014 -3,337 -392 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.3 0.0 86.1 82.4 86.1 83.7 13.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 20 20 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,925,837
COMMITMENTS
138,689 127,070 1096348 1655179 1684615 2890216 2908033 35,621 17,804
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -159,758)
-14,646 -55,292 -24,844 -133,185 -86,671 -172,675 -166,807 12,917 7,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.3 37.5 56.6 57.6 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
20 27 45 102 90 148 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 760,314
COMMITMENTS
165,343 85,545 141,108 449,993 529,462 756,444 756,115 3,870 4,199
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -83,899)
-3,197 14,929 -57,698 -17,683 -35,033 -78,578 -77,802 -5,321 -6,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 11.3 18.6 59.2 69.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 16 24 38 37 65 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,624
COMMITMENTS
3,119 1,520 2,646 70,012 72,011 75,777 76,177 847 447
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -8,070)
-307 40 -456 -7,226 -7,556 -7,989 -7,972 -80 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 2.0 3.5 91.4 94.0 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 5 6 38 35 46 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,575
COMMITMENTS
938 0 598 18,910 19,554 20,446 20,152 129 423
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,578)
160 -382 -160 -1,667 -1,144 -1,667 -1,686 89 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.9 91.9 95.0 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 15 16 16 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,629
COMMITMENTS
0 1,108 720 17,488 16,546 18,208 18,374 421 255
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -941)
-60 -44 -56 -950 -1,056 -1,066 -1,156 125 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.9 3.9 93.9 88.8 97.7 98.6 2.3 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 18 21 19 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,434
COMMITMENTS
0 1,032 84 14,056 14,038 14,140 15,154 1,294 280
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -200)
0 130 -140 -294 -180 -434 -190 234 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.5 91.1 91.0 91.6 98.2 8.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,080
COMMITMENTS
1,630 60 300 21,822 23,874 23,752 24,234 1,328 846
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -874)
-110 -20 0 -717 -798 -827 -818 -47 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 1.2 87.0 95.2 94.7 96.6 5.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 16 24 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,804
COMMITMENTS
60 1,378 1,680 23,340 22,564 25,080 25,622 724 182
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -90)
0 66 -100 10 -36 -90 -70 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 5.3 6.5 90.5 87.4 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 14 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,600
COMMITMENTS
120 652 560 10,602 10,058 11,282 11,270 318 330
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -414)
20 56 -76 -462 -392 -518 -412 104 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.6 4.8 91.4 86.7 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,993,730
COMMITMENTS
182,996 161,442 534,687 1202052 1209986 1919736 1906115 73,994 87,615
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 127,000)
9,816 27,368 40,936 71,528 55,540 122,280 123,844 4,720 3,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.1 26.8 60.3 60.7 96.3 95.6 3.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
108 110 148 97 93 283 289
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,601
COMMITMENTS
2,502 9,121 5,270 19,023 11,104 26,795 25,495 4,806 6,106
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 156)
0 118 0 -100 -38 -100 80 256 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 28.9 16.7 60.2 35.1 84.8 80.7 15.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 11 13 12 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,459
COMMITMENTS
5,736 2,838 46 4,277 9,197 10,059 12,081 2,400 378
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,127)
1,191 154 36 -64 973 1,163 1,163 -36 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 22.8 0.4 34.3 73.8 80.7 97.0 19.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
53 9 2 15 26 69 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,383
COMMITMENTS
3,715 1,143 36 2,347 6,216 6,098 7,395 2,285 988
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -166)
972 112 -390 -234 257 348 -21 -514 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 13.6 0.4 28.0 74.2 72.7 88.2 27.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 6 2 14 22 41 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,760
COMMITMENTS
28,304 18,367 9,495 103,505 117,000 141,305 144,862 18,456 14,898
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 5,158)
2,926 3,917 1,875 1,659 -999 6,460 4,793 -1,301 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.5 5.9 64.8 73.2 88.4 90.7 11.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
35 24 19 75 80 123 115
Updated January 8, 2007