GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,312
COMMITMENTS
125 218 150 4,637 5,474 4,912 5,842 1,400 470
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,500)
0 50 0 300 1,425 300 1,475 1,200 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 3.5 2.4 73.5 86.7 77.8 92.6 22.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 17 19 19 22
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,705
COMMITMENTS
578 6,844 159 16,848 9,272 17,585 16,275 120 1,430
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 810)
0 0 0 810 -390 810 -390 0 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 38.7 0.9 95.2 52.4 99.3 91.9 0.7 8.1
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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,225
COMMITMENTS
30 90 0 2,295 2,380 2,325 2,470 900 755
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 252)
0 90 0 137 97 137 187 115 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.8 0.0 71.2 73.8 72.1 76.6 27.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 23 22 24 23
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,005
COMMITMENTS
23,021 34,968 32,032 146,587 130,497 201,640 197,497 34,365 38,508
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -11,153)
1,754 -3,155 -6,795 -3,655 325 -8,696 -9,625 -2,457 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.8 13.6 62.1 55.3 85.4 83.7 14.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
28 41 43 64 67 120 129
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,419,014
COMMITMENTS
77,291 90,077 665,997 609,402 622,474 1352690 1378548 66,324 40,466
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -26,619)
-7,046 -12,550 -3,776 -12,074 -7,680 -22,896 -24,007 -3,722 -2,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 6.3 46.9 42.9 43.9 95.3 97.1 4.7 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
63 74 95 83 78 198 199
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,527
COMMITMENTS
3,290 11,365 4,228 80,838 75,290 88,356 90,883 11,171 8,644
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 5,952)
550 0 538 3,489 4,916 4,577 5,454 1,375 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 11.4 4.2 81.2 75.6 88.8 91.3 11.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 24 24 27 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,444
COMMITMENTS
430 2,592 3,212 33,572 29,636 37,214 35,440 8,230 10,004
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -628)
0 276 290 -1,445 1,434 -1,155 2,000 527 -2,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 5.7 7.1 73.9 65.2 81.9 78.0 18.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 2 23 22 26 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,968
COMMITMENTS
9,839 1,268 2,375 117,220 122,830 129,434 126,473 2,534 5,495
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,817)
3,434 -1,380 261 851 6,338 4,546 5,219 -729 -1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.0 1.8 88.8 93.1 98.1 95.8 1.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 2 3 34 34 38 38
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,490
COMMITMENTS
18,256 0 0 45,559 63,939 63,815 63,939 12,675 12,551
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -63)
0 0 0 -63 -277 -63 -277 0 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 0.0 0.0 59.6 83.6 83.4 83.6 16.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 0 19 18 21 18
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,990
COMMITMENTS
187 1,375 8,255 70,063 67,384 78,505 77,014 4,485 5,976
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 4,020)
-2,996 265 1,984 4,540 1,219 3,528 3,468 492 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 1.7 9.9 84.4 81.2 94.6 92.8 5.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 4 21 20 25 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,799
COMMITMENTS
2,596 326 5,078 52,963 59,049 60,637 64,453 10,162 6,346
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,584)
-22 0 701 1,536 2,614 2,215 3,315 369 -731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 0.5 7.2 74.8 83.4 85.6 91.0 14.4 9.0
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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,946
COMMITMENTS
3,944 380 5,697 73,541 79,087 83,182 85,164 11,764 9,782
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 395)
-186 -2,110 834 -3,197 831 -2,549 -445 2,944 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.4 6.0 77.5 83.3 87.6 89.7 12.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 1 2 28 28 31 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,169
COMMITMENTS
280 8,861 1,339 65,947 62,543 67,566 72,743 12,603 7,426
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 875)
280 -5 -96 1,393 -619 1,577 -720 -702 1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 11.1 1.7 82.3 78.0 84.3 90.7 15.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 1 23 20 25 22
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,590
COMMITMENTS
3,646 3,542 832 56,171 56,872 60,649 61,246 6,941 6,344
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,274)
-956 0 832 3,437 1,714 3,313 2,546 -1,039 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.2 1.2 83.1 84.1 89.7 90.6 10.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 23 22 25 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,600
COMMITMENTS
6,018 3,924 3,898 84,382 90,723 94,298 98,545 13,302 9,055
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 8,336)
4,151 -745 -1,012 4,936 12,109 8,075 10,352 261 -2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.6 3.6 78.4 84.3 87.6 91.6 12.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 1 2 26 28 28 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,593
COMMITMENTS
0 3,914 1,636 43,716 51,509 45,352 57,059 16,241 4,534
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 348)
0 92 -66 416 549 350 575 -2 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.4 2.7 71.0 83.6 73.6 92.6 26.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 15 16 16 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,301
COMMITMENTS
2,860 0 124 34,117 36,431 37,101 36,555 1,200 1,746
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.3 89.1 95.1 96.9 95.4 3.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 1 12 20 16 21
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 24,736
COMMITMENTS
0 2,912 0 24,072 20,154 24,072 23,066 664 1,670
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,268)
0 1,712 0 3,324 1,428 3,324 3,140 -56 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 0.0 97.3 81.5 97.3 93.2 2.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 0 15 14 15 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 192,167
COMMITMENTS
1,172 16,631 19,244 156,008 149,003 176,424 184,878 15,743 7,289
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,443)
204 31 677 1,388 1,869 2,269 2,577 174 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 8.7 10.0 81.2 77.5 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 5 6 37 37 43 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,588
COMMITMENTS
3,105 3,922 3,215 72,672 68,995 78,992 76,132 8,596 11,456
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,283)
1,076 1,757 960 1,312 -842 3,348 1,875 -65 1,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 4.5 3.7 83.0 78.8 90.2 86.9 9.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 3 3 20 21 23 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,026
COMMITMENTS
3,047 0 0 54,465 55,921 57,512 55,921 1,514 3,105
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 5,272)
2,711 0 0 2,550 4,964 5,261 4,964 11 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 0.0 0.0 92.3 94.7 97.4 94.7 2.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
4 0 0 16 26 20 26
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 297,486
COMMITMENTS
11,354 314 10,669 264,583 278,167 286,606 289,150 10,880 8,336
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 4,643)
-3,442 -168 1,561 6,593 1,926 4,712 3,319 -69 1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.1 3.6 88.9 93.5 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 1 6 45 41 51 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,271
COMMITMENTS
11,380 9,792 15,745 139,040 145,821 166,165 171,358 9,106 3,913
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,700)
-966 845 655 4,644 1,508 4,333 3,008 -1,633 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.6 9.0 79.3 83.2 94.8 97.8 5.2 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 4 4 41 38 46 43
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,056
COMMITMENTS
8,605 5,950 7,993 148,867 149,640 165,465 163,583 18,591 20,473
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 6,654)
-761 859 -1,122 7,933 4,742 6,050 4,479 604 2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.2 4.3 80.9 81.3 89.9 88.9 10.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 3 3 35 34 39 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 247,458
COMMITMENTS
34,625 4,152 22,343 171,812 205,176 228,780 231,671 18,678 15,787
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,584)
-6,633 681 2,135 5,545 927 1,047 3,743 2,537 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 1.7 9.0 69.4 82.9 92.5 93.6 7.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 5 6 36 35 43 42
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,583
COMMITMENTS
0 7,166 664 52,714 42,163 53,378 49,993 7,205 10,590
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -279)
-182 4,762 -128 1,877 -5,859 1,567 -1,225 -1,846 946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 1.1 87.0 69.6 88.1 82.5 11.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 3 2 26 24 28 27
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,976,430
COMMITMENTS
178,338 44,710 1168374 1588098 1739334 2934810 2952418 41,620 24,012
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -184,023)
21,437 -75,224 -48,147 -167,778 -67,446 -194,488 -190,817 10,465 6,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.5 39.3 53.4 58.4 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
27 23 45 103 89 151 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 845,919
COMMITMENTS
123,483 121,568 175,645 536,650 542,669 835,778 839,882 10,141 6,037
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -71,120)
-42,809 3,497 -10,222 -20,265 -64,219 -73,296 -70,944 2,176 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 14.4 20.8 63.4 64.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 14 27 33 33 64 64
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,720
COMMITMENTS
2,141 1,200 3,475 72,292 73,659 77,908 78,334 812 386
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -2,708)
-275 2 -7 -2,316 -2,566 -2,598 -2,571 -109 -136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.5 4.4 91.8 93.6 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 6 8 38 36 47 44
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,644
COMMITMENTS
858 0 678 18,979 19,543 20,515 20,221 129 423
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 373)
-80 0 80 373 293 373 373 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.0 3.3 91.9 94.7 99.4 98.0 0.6 2.0
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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,490
COMMITMENTS
73 668 1,281 18,802 18,096 20,155 20,045 334 445
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 260)
72 40 -36 333 369 369 373 -109 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 3.3 6.3 91.8 88.3 98.4 97.8 1.6 2.2
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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,804
COMMITMENTS
52 520 60 14,676 14,455 14,788 15,035 1,016 769
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -248)
6 -40 0 -14 -209 -8 -249 -240 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 3.3 0.4 92.9 91.5 93.6 95.1 6.4 4.9
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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,274
COMMITMENTS
1,778 170 460 23,220 25,218 25,458 25,848 816 426
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 220)
148 0 160 650 74 958 234 -738 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 0.6 1.8 88.4 96.0 96.9 98.4 3.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 26 19 28 21
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,490
COMMITMENTS
0 1,138 1,920 27,032 26,198 28,952 29,256 538 234
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 188)
0 0 0 188 188 188 188 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.9 6.5 91.7 88.8 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 1 17 16 18 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| 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 01/23/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 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 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,345,199
COMMITMENTS
182,711 139,767 673,456 1403936 1439067 2260102 2252289 85,097 92,910
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 71,490)
-7,782 -7,747 27,695 53,849 44,148 73,762 64,096 -2,272 7,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 6.0 28.7 59.9 61.4 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
99 118 164 100 103 299 302
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 22,433
COMMITMENTS
0 0 0 22,433 22,383 22,433 22,383 0 50
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 99.8 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 17 15 17 15
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 48,705
COMMITMENTS
3,029 9,509 14,873 26,166 19,270 44,068 43,652 4,637 5,053
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,913)
671 286 3,320 718 1,935 4,709 5,541 -796 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 19.5 30.5 53.7 39.6 90.5 89.6 9.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 9 15 15 14 31 29
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,607
COMMITMENTS
9,125 2,615 121 3,518 12,450 12,764 15,186 2,843 421
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,128)
800 -290 120 -106 1,169 814 999 314 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 16.8 0.8 22.5 79.8 81.8 97.3 18.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
65 8 2 15 26 82 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,855
COMMITMENTS
5,187 1,285 0 2,275 7,654 7,462 8,939 2,393 916
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 753)
660 167 -3 137 631 794 795 -41 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 13.0 0.0 23.1 77.7 75.7 90.7 24.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
27 8 0 9 21 36 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 180,484
COMMITMENTS
33,885 20,148 19,040 109,620 124,059 162,545 163,247 17,939 17,237
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -6,946)
2,722 -5,257 -63 -10,141 -689 -7,482 -6,009 536 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 11.2 10.5 60.7 68.7 90.1 90.4 9.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
47 27 27 74 77 132 122
Updated February 2, 2007