GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,812
COMMITMENTS
125 168 150 4,337 4,049 4,612 4,367 200 445
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -150)
0 168 0 -100 -318 -100 -150 -50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 3.5 3.1 90.1 84.1 95.8 90.8 4.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 17 18 19 21
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,895
COMMITMENTS
578 6,844 159 16,038 9,662 16,775 16,665 120 230
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,283)
303 0 0 1,040 1,343 1,343 1,343 -60 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 40.5 0.9 94.9 57.2 99.3 98.6 0.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 1 35 31 40 32
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,973
COMMITMENTS
30 0 0 2,158 2,283 2,188 2,283 785 690
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 182)
30 0 0 197 162 227 162 -45 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 0.0 0.0 72.6 76.8 73.6 76.8 26.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 21 22 22 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 247,158
COMMITMENTS
21,267 38,123 38,827 150,242 130,172 210,336 207,123 36,822 40,035
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -4,208)
783 2,383 6 -4,844 -6,905 -4,055 -4,517 -152 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 15.4 15.7 60.8 52.7 85.1 83.8 14.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
30 43 41 67 68 120 131
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,445,632
COMMITMENTS
84,336 102,627 669,773 621,476 630,155 1375586 1402555 70,046 43,077
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 38,740)
-9,614 -13,466 34,941 11,376 16,517 36,703 37,992 2,037 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 7.1 46.3 43.0 43.6 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
58 84 104 89 80 208 211
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,575
COMMITMENTS
2,740 11,365 3,690 77,349 70,374 83,779 85,429 9,796 8,146
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 830)
-194 0 543 3,352 3,241 3,701 3,784 -2,871 -2,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.1 3.9 82.7 75.2 89.5 91.3 10.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 23 25 26 28
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,072
COMMITMENTS
430 2,316 2,922 35,017 28,202 38,369 33,440 7,703 12,632
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,692)
-1,927 1,483 1,175 2,719 -1,526 1,967 1,132 -275 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.0 6.3 76.0 61.2 83.3 72.6 16.7 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 21 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,151
COMMITMENTS
6,405 2,648 2,114 116,369 116,492 124,888 121,254 3,263 6,897
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,916)
1,582 1,222 304 4,612 3,266 6,498 4,792 -1,582 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 2.1 1.6 90.8 90.9 97.5 94.6 2.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 1 3 33 33 37 36
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,553
COMMITMENTS
18,256 0 0 45,622 64,216 63,878 64,216 12,675 12,337
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,779)
834 0 0 995 2,853 1,829 2,853 2,950 1,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 0.0 0.0 59.6 83.9 83.4 83.9 16.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 20 18 22 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,970
COMMITMENTS
3,183 1,110 6,271 65,523 66,165 74,977 73,546 3,993 5,424
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,909)
342 -586 1,150 4,210 4,187 5,702 4,751 207 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.4 7.9 83.0 83.8 94.9 93.1 5.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 4 20 19 24 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,215
COMMITMENTS
2,618 326 4,377 51,427 56,435 58,422 61,138 9,793 7,077
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,829)
852 120 355 439 3,444 1,646 3,919 2,183 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.5 6.4 75.4 82.7 85.6 89.6 14.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 20 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,551
COMMITMENTS
4,130 2,490 4,863 76,738 78,256 85,731 85,609 8,820 8,942
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,672)
0 -3,283 981 -3,435 -1,450 -2,454 -3,752 -218 1,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.6 5.1 81.2 82.8 90.7 90.5 9.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 1 2 29 28 32 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,294
COMMITMENTS
0 8,866 1,435 64,554 63,162 65,989 73,463 13,305 5,831
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,699)
0 4,228 -137 3,092 -22 2,955 4,069 -1,256 -2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.2 1.8 81.4 79.7 83.2 92.6 16.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 22 18 24 20
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,316
COMMITMENTS
4,602 3,542 0 52,734 55,158 57,336 58,700 7,980 6,616
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,532)
248 0 0 1,948 2,465 2,196 2,465 336 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.4 0.0 80.7 84.4 87.8 89.9 12.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 0 21 22 23 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,264
COMMITMENTS
1,867 4,669 4,910 79,446 78,614 86,223 88,193 13,041 11,071
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,354)
-1,616 745 -241 5,858 2,784 4,001 3,288 -647 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 4.7 4.9 80.0 79.2 86.9 88.8 13.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 28 25 30 28
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,245
COMMITMENTS
0 3,822 1,702 43,300 50,960 45,002 56,484 16,243 4,761
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 811)
0 -1,606 255 674 1,948 929 597 -118 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 2.8 70.7 83.2 73.5 92.2 26.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 15 15 16 17
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 21,468
COMMITMENTS
0 1,200 0 20,748 18,726 20,748 19,926 720 1,542
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.6 0.0 96.6 87.2 96.6 92.8 3.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 0 12 11 12 13
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,724
COMMITMENTS
968 16,600 18,567 154,620 147,134 174,155 182,301 15,569 7,423
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -295)
-1,040 -627 727 425 533 112 633 -407 -928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 8.7 9.8 81.5 77.6 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 6 6 37 37 43 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,305
COMMITMENTS
2,029 2,165 2,255 71,360 69,837 75,644 74,257 8,661 10,048
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,162)
248 -428 -400 650 4,074 498 3,246 664 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.6 2.7 84.6 82.8 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 3 21 22 24 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,754
COMMITMENTS
336 0 0 51,915 50,957 52,251 50,957 1,503 2,797
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,100)
0 0 0 1,218 4,682 1,218 4,682 -118 -3,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 0.0 0.0 96.6 94.8 97.2 94.8 2.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 0 11 20 12 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 292,843
COMMITMENTS
14,796 482 9,108 257,990 276,241 281,894 285,831 10,949 7,012
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,069)
4,904 -2,208 476 679 7,157 6,059 5,425 -990 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 0.2 3.1 88.1 94.3 96.3 97.6 3.7 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 6 45 42 51 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,571
COMMITMENTS
12,346 8,947 15,090 134,396 144,313 161,832 168,350 10,739 4,221
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,048)
1,942 3,372 -2,422 7,269 4,603 6,789 5,553 -2,741 -1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 5.2 8.7 77.9 83.6 93.8 97.6 6.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 3 4 39 37 44 42
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,402
COMMITMENTS
9,366 5,091 9,115 140,934 144,898 159,415 159,104 17,987 18,298
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 6,909)
2,200 1,130 1,727 -1,475 3,106 2,452 5,963 4,457 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.9 5.1 79.4 81.7 89.9 89.7 10.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 4 34 32 39 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 243,874
COMMITMENTS
41,258 3,471 20,208 166,267 204,249 227,733 227,928 16,141 15,946
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 7,390)
-14,442 1,301 1,111 19,351 1,323 6,020 3,735 1,370 3,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 1.4 8.3 68.2 83.8 93.4 93.5 6.6 6.5
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 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,862
COMMITMENTS
182 2,404 792 50,837 48,022 51,811 51,218 9,051 9,644
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,712)
-208 1,760 376 4,684 778 4,852 2,914 -2,140 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.9 1.3 83.5 78.9 85.1 84.2 14.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 25 23 27 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,160,453
COMMITMENTS
156,901 119,934 1216521 1755876 1806780 3129298 3143235 31,155 17,218
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 50,354)
2,063 -50,331 64,554 -10,513 40,807 56,104 55,030 -5,750 -4,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.8 38.5 55.6 57.2 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 27 47 108 90 156 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 917,039
COMMITMENTS
166,292 118,071 185,867 556,915 606,888 909,074 910,826 7,965 6,213
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 12,413)
-46,971 20,914 22,433 36,109 -30,806 11,571 12,541 842 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 12.9 20.3 60.7 66.2 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 16 28 37 37 68 67
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 81,428
COMMITMENTS
2,416 1,199 3,482 74,608 76,225 80,506 80,906 922 522
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,121)
-168 31 525 2,611 2,394 2,968 2,950 152 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.5 4.3 91.6 93.6 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 5 7 38 36 47 43
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,271
COMMITMENTS
938 0 598 18,606 19,250 20,142 19,848 129 423
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,229
COMMITMENTS
0 628 1,317 18,469 17,727 19,786 19,671 443 558
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 336)
-17 0 8 321 261 312 269 24 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 6.5 91.3 87.6 97.8 97.2 2.2 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 21 22 23 25
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,052
COMMITMENTS
46 560 60 14,690 14,664 14,796 15,284 1,256 768
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 489)
46 0 0 283 518 329 518 160 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.5 0.4 91.5 91.4 92.2 95.2 7.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 14 18 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,054
COMMITMENTS
1,630 170 300 22,570 25,144 24,500 25,614 1,554 440
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 60)
0 110 0 60 -50 60 60 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.7 1.2 86.6 96.5 94.0 98.3 6.0 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 18 26 20
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,302
COMMITMENTS
0 1,138 1,920 26,844 26,010 28,764 29,068 538 234
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 712)
-60 0 0 772 652 712 652 0 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 6.6 91.6 88.8 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 15 18 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,810
COMMITMENTS
120 652 560 10,760 10,148 11,440 11,360 370 450
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2)
0 0 0 2 2 2 2 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.5 4.7 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 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,273,709
COMMITMENTS
190,493 147,514 645,761 1350086 1394918 2186340 2188194 87,369 85,515
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -123,442)
-10,312 -3,779 -67,219 -44,274 -55,200 -121,805 -126,198 -1,637 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 6.5 28.4 59.4 61.3 96.2 96.2 3.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
105 118 159 95 101 291 300
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 44,792
COMMITMENTS
2,358 9,223 11,553 25,448 17,335 39,359 38,111 5,433 6,681
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 8,892)
-189 -865 5,733 4,071 4,957 9,615 9,825 -723 -933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 20.6 25.8 56.8 38.7 87.9 85.1 12.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 8 12 15 14 28 26
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,479
COMMITMENTS
8,325 2,905 1 3,624 11,281 11,950 14,187 2,529 292
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,555)
1,846 136 -109 -164 1,472 1,573 1,499 -18 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 20.1 0.0 25.0 77.9 82.5 98.0 17.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
63 8 1 15 27 79 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,102
COMMITMENTS
4,527 1,118 3 2,138 7,023 6,668 8,144 2,434 958
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 598)
881 -23 -10 -402 683 469 650 129 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 12.3 0.0 23.5 77.2 73.3 89.5 26.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 6 1 9 20 35 26
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 187,430
COMMITMENTS
31,164 25,405 19,103 119,761 124,748 170,027 169,256 17,403 18,174
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,072)
357 2,478 3,038 1,434 136 4,830 5,652 -758 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 13.6 10.2 63.9 66.6 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
47 29 26 86 84 141 133
Updated January 26, 2007