GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,210
COMMITMENTS
300 0 100 3,635 3,765 4,035 3,865 175 345
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,500)
300 0 0 1,200 1,500 1,500 1,500 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 0.0 2.4 86.3 89.4 95.8 91.8 4.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 2 15 17 17 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 14,427
COMMITMENTS
275 6,844 159 13,813 7,194 14,247 14,197 180 230
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 6,914)
250 6,522 -314 6,978 746 6,914 6,954 0 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 47.4 1.1 95.7 49.9 98.8 98.4 1.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 1 32 29 36 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,482
COMMITMENTS
0 0 0 1,822 1,962 1,822 1,962 660 520
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -593)
0 0 0 -578 -597 -578 -597 -15 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 73.4 79.0 73.4 79.0 26.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 0 0 20 19 20 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 244,376
COMMITMENTS
23,036 37,344 30,646 153,973 136,690 207,655 204,681 36,720 39,695
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,595)
-2,275 -1,115 1,324 1,443 -813 492 -603 4,103 5,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.3 12.5 63.0 55.9 85.0 83.8 15.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
27 43 31 62 65 108 123
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,350,716
COMMITMENTS
96,716 112,980 610,326 580,153 589,524 1287195 1312829 63,521 37,887
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 35,247)
-4,896 4,950 24,980 19,616 7,588 39,700 37,518 -4,453 -2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 8.4 45.2 43.0 43.6 95.3 97.2 4.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
56 91 95 88 79 204 207
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,259
COMMITMENTS
1,798 11,365 3,631 74,674 65,734 80,103 80,730 11,156 10,529
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 999)
590 0 -98 -754 869 -262 771 1,261 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 12.5 4.0 81.8 72.0 87.8 88.5 12.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 21 22 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,276
COMMITMENTS
430 503 2,507 32,130 27,952 35,067 30,962 8,209 12,314
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,057)
0 -1,742 1,694 2,855 3,073 4,549 3,025 -492 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 1.2 5.8 74.2 64.6 81.0 71.5 19.0 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 20 20 22 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,523
COMMITMENTS
4,823 1,296 1,754 112,227 113,584 118,804 116,634 4,719 6,889
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,092)
0 1,296 0 3,490 2,898 3,490 4,194 -1,398 -2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 1.0 1.4 90.9 92.0 96.2 94.4 3.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 1 1 28 32 30 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,322
COMMITMENTS
17,422 0 0 42,749 59,284 60,171 59,284 10,151 11,038
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,891)
0 0 0 5,588 4,141 5,588 4,141 -2,697 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 0.0 0.0 60.8 84.3 85.6 84.3 14.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 17 16 19 16
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,169
COMMITMENTS
5,349 2,105 4,015 59,717 63,000 69,081 69,120 6,088 6,049
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,639)
-2,663 -16 675 5,044 510 3,056 1,169 -417 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 2.8 5.3 79.4 83.8 91.9 92.0 8.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 19 18 23 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,657
COMMITMENTS
5,214 206 2,564 46,715 50,783 54,493 53,553 7,164 8,104
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,468)
1,302 0 856 -96 3,152 2,062 4,008 406 -1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 0.3 4.2 75.8 82.4 88.4 86.9 11.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 18 19 20 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,023
COMMITMENTS
4,106 5,164 3,810 80,810 80,336 88,726 89,310 8,297 7,713
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,430)
638 1,085 1,046 2,167 2,260 3,851 4,391 579 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 5.3 3.9 83.3 82.8 91.4 92.1 8.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 2 3 29 27 33 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,479
COMMITMENTS
0 5,520 1,338 61,191 62,554 62,529 69,412 12,950 6,067
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,632)
0 -18 88 1,041 3,157 1,129 3,227 503 -1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 1.8 81.1 82.9 82.8 92.0 17.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 19 16 20 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,853
COMMITMENTS
6,674 3,542 0 48,744 54,091 55,418 57,633 8,435 6,220
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,195)
310 0 0 1,089 1,195 1,399 1,195 -204 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 5.5 0.0 76.3 84.7 86.8 90.3 13.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 0 20 21 22 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,399
COMMITMENTS
1,731 4,139 3,958 69,809 68,825 75,498 76,922 16,901 15,477
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,985)
-5,198 215 1,962 1,866 -5,702 -1,370 -3,525 4,355 6,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.5 4.3 75.6 74.5 81.7 83.2 18.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 1 25 20 28 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,851
COMMITMENTS
0 5,196 1,435 44,058 48,900 45,493 55,531 14,358 4,320
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 977)
0 -1,046 562 640 1,770 1,202 1,286 -225 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 2.4 73.6 81.7 76.0 92.8 24.0 7.2
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 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,799
COMMITMENTS
1,978 20,062 17,829 152,866 144,143 172,673 182,034 16,126 6,765
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 5,721)
-1,656 1,927 1,595 6,141 2,315 6,080 5,837 -359 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.6 9.4 81.0 76.3 91.5 96.4 8.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 5 37 36 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,119
COMMITMENTS
1,369 2,317 3,495 65,385 62,295 70,249 68,107 9,870 12,012
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,852)
-1,575 2,308 2,352 1,184 -401 1,961 4,259 -109 -2,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.9 4.4 81.6 77.8 87.7 85.0 12.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 3 19 19 22 23
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 285,742
COMMITMENTS
9,668 3,118 8,907 254,844 265,823 273,419 277,848 12,323 7,894
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 7,216)
-3,195 940 1,901 7,608 4,216 6,314 7,057 902 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.1 3.1 89.2 93.0 95.7 97.2 4.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 3 6 43 41 49 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,507
COMMITMENTS
8,597 5,384 18,205 123,167 133,920 149,969 157,509 11,538 3,998
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 6,189)
-1,623 -409 3,609 5,508 5,474 7,494 8,674 -1,305 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.3 11.3 76.3 82.9 92.9 97.5 7.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 5 6 35 32 41 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,248
COMMITMENTS
2,834 3,983 7,476 140,884 136,998 151,194 148,457 12,054 14,791
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,902)
2,629 -1,334 2,808 284 4,589 5,721 6,063 -3,819 -4,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 2.4 4.6 86.3 83.9 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 2 3 33 30 37 34
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,612
COMMITMENTS
59,222 6,131 14,928 142,521 196,940 216,671 217,999 12,941 11,613
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,551)
1,528 2,212 2,212 161 687 3,901 5,111 650 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 2.7 6.5 62.1 85.8 94.4 94.9 5.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 5 36 35 43 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,884
COMMITMENTS
434 644 0 46,570 45,779 47,004 46,423 8,880 9,461
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,373)
434 0 0 2,202 3,312 2,636 3,312 1,737 1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 1.2 0.0 83.3 81.9 84.1 83.1 15.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 0 23 21 24 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,055,026
COMMITMENTS
147,141 145,137 1137716 1741077 1759501 3025934 3042354 29,092 12,672
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 129,189)
8,452 18,067 41,368 85,898 74,886 135,718 134,321 -6,529 -5,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.8 37.2 57.0 57.6 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
23 24 46 103 90 150 138
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 840,937
COMMITMENTS
197,054 83,460 159,430 480,059 591,611 836,543 834,501 4,394 6,436
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 80,623)
31,711 -2,085 18,322 30,066 62,149 80,099 78,386 524 2,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 9.9 19.0 57.1 70.4 99.5 99.2 0.5 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 15 26 38 38 66 66
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,194
COMMITMENTS
2,554 1,181 2,848 70,877 72,716 76,279 76,745 915 449
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 570)
-565 -340 203 865 705 502 568 68 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 1.5 3.7 91.8 94.2 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 7 38 35 47 42
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,227
COMMITMENTS
938 0 598 18,562 19,206 20,098 19,804 129 423
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -348)
0 0 0 -348 -348 -348 -348 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.0 91.8 95.0 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 14 17 15 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,744
COMMITMENTS
40 628 1,299 17,978 17,311 19,317 19,238 427 506
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,115)
40 -480 579 490 765 1,109 864 6 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 3.2 6.6 91.1 87.7 97.8 97.4 2.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 2 20 21 22 24
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,432
COMMITMENTS
0 1,032 84 14,046 13,894 14,130 15,010 1,302 422
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2)
0 0 0 -10 -144 -10 -144 8 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 0.5 91.0 90.0 91.6 97.3 8.4 2.7
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 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,214
COMMITMENTS
1,630 60 300 21,666 24,398 23,596 24,758 1,618 456
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 134)
0 0 0 -156 524 -156 524 290 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.2 1.2 85.9 96.8 93.6 98.2 6.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 1 1 24 17 25 19
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,550
COMMITMENTS
60 1,138 1,920 26,032 25,318 28,012 28,376 538 174
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,746)
0 -240 240 2,692 2,754 2,932 2,754 -186 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 4.0 6.7 91.2 88.7 98.1 99.4 1.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 16 15 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,768
COMMITMENTS
120 652 560 10,718 10,106 11,398 11,318 370 450
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 168)
0 0 0 116 48 116 48 52 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.5 4.8 91.1 85.9 96.9 96.2 3.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 15 12 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,160,610
COMMITMENTS
185,051 169,941 608,773 1281655 1295446 2075478 2074160 85,132 86,450
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 166,880)
2,055 8,499 74,085 79,602 85,460 155,742 168,045 11,138 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 7.9 28.2 59.3 60.0 96.1 96.0 3.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
112 111 156 101 100 296 305
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 34,839
COMMITMENTS
2,707 9,875 5,808 20,753 12,443 29,268 28,126 5,571 6,713
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 3,238)
205 754 538 1,730 1,339 2,473 2,631 765 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 28.3 16.7 59.6 35.7 84.0 80.7 16.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 11 14 13 26 24
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,873
COMMITMENTS
6,375 2,881 151 3,922 9,562 10,448 12,594 2,425 279
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 414)
639 43 105 -355 365 389 513 25 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 22.4 1.2 30.5 74.3 81.2 97.8 18.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
52 9 2 14 27 68 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,058
COMMITMENTS
3,357 1,295 10 2,358 5,523 5,725 6,828 2,333 1,230
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -325)
-358 152 -26 11 -693 -373 -567 48 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 16.1 0.1 29.3 68.5 71.0 84.7 29.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 7 2 11 19 35 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,772
COMMITMENTS
30,448 21,818 12,457 114,396 122,808 157,300 157,083 16,472 16,689
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 14,012)
2,144 3,451 2,962 10,891 5,808 15,996 12,221 -1,984 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 12.6 7.2 65.8 70.7 90.5 90.4 9.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
40 30 25 76 81 132 125
Updated January 12, 2007