GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,829
COMMITMENTS
750 0 225 5,654 7,554 6,629 7,779 1,200 50
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -406)
0 0 0 -406 14 -406 14 0 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 0.0 2.9 72.2 96.5 84.7 99.4 15.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 17 16 18 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,329
COMMITMENTS
75 7,478 21 15,768 7,216 15,864 14,715 465 1,614
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 792)
-75 375 0 867 417 792 792 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 45.8 0.1 96.6 44.2 97.2 90.1 2.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 4 1 25 26 27 30
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,094
COMMITMENTS
0 95 20 2,228 2,231 2,248 2,346 846 748
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 243)
0 10 -10 26 72 16 72 227 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.1 0.6 72.0 72.1 72.7 75.8 27.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 24 23 25
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 233,135
COMMITMENTS
25,975 21,507 37,432 136,280 143,899 199,688 202,838 33,447 30,296
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -3,130)
-1,685 -1,410 109 -3,071 -3,414 -4,646 -4,714 1,516 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 9.2 16.1 58.5 61.7 85.7 87.0 14.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
30 32 32 64 70 113 119
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,280,533
COMMITMENTS
70,777 147,263 503,730 629,113 587,211 1203619 1238204 76,913 42,329
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -9,764)
-1,575 14,843 -12,314 3,955 -12,621 -9,934 -10,092 170 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.5 39.3 49.1 45.9 94.0 96.7 6.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
61 71 89 85 80 199 191
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,475
COMMITMENTS
2,821 14,884 2,995 76,980 67,337 82,796 85,216 9,679 7,259
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,095)
-238 -403 153 3,403 4,932 3,318 4,682 -2,223 -3,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 16.1 3.2 83.2 72.8 89.5 92.2 10.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 2 19 19 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,686
COMMITMENTS
986 1,550 4,618 45,711 46,316 51,315 52,484 11,371 10,202
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 5,100)
-785 -310 1,641 2,230 6,177 3,086 7,508 2,014 -2,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 2.5 7.4 72.9 73.9 81.9 83.7 18.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 22 19 24 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,461
COMMITMENTS
10,991 2,440 6,948 99,989 110,846 117,928 120,234 10,533 8,227
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 6,997)
3,449 -487 85 2,789 7,037 6,323 6,635 674 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 1.9 5.4 77.8 86.3 91.8 93.6 8.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 1 4 23 29 27 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,137
COMMITMENTS
26,431 16,092 2,661 49,367 60,825 78,459 79,578 10,678 9,559
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 7,379)
0 5,776 1,377 5,974 1,874 7,351 9,027 28 -1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 18.1 3.0 55.4 68.2 88.0 89.3 12.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 2 20 19 24 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,535
COMMITMENTS
3,447 716 7,583 66,627 66,137 77,657 74,436 3,878 7,099
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,177)
1,090 244 429 2,330 2,718 3,849 3,391 -672 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 0.9 9.3 81.7 81.1 95.2 91.3 4.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 4 18 19 22 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,177
COMMITMENTS
6,735 0 2,968 54,054 59,131 63,757 62,099 5,420 7,078
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,646)
1,065 0 275 3,062 1,061 4,402 1,336 -2,756 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 4.3 78.1 85.5 92.2 89.8 7.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 20 21 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,271
COMMITMENTS
2,576 3,318 5,848 77,869 76,160 86,293 85,326 8,978 9,945
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 6,355)
0 -1,502 746 7,820 9,703 8,566 8,947 -2,211 -2,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 3.5 6.1 81.7 79.9 90.6 89.6 9.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 3 3 25 28 29 31
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,092
COMMITMENTS
0 6,282 3,548 71,930 68,322 75,478 78,152 11,614 8,940
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,522)
0 -1,337 1,158 5,782 5,696 6,940 5,517 -5,418 -3,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 4.1 82.6 78.4 86.7 89.7 13.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 2 22 21 24 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,348
COMMITMENTS
12,532 1,868 2,326 47,160 54,700 62,018 58,894 7,330 10,454
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 8,962)
5,088 46 874 2,203 7,735 8,165 8,655 797 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 2.7 3.4 68.0 78.9 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 1 2 24 20 28 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 123,229
COMMITMENTS
8,231 13,299 5,796 99,155 87,273 113,182 106,368 10,047 16,861
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 6,590)
3,008 2,264 -1,278 4,670 8,107 6,400 9,093 190 -2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.8 4.7 80.5 70.8 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 3 3 25 25 29 30
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,301
COMMITMENTS
0 7,337 1,660 45,482 41,987 47,142 50,984 15,159 11,317
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -395)
0 -878 264 3,827 97 4,091 -517 -4,486 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.8 2.7 73.0 67.4 75.7 81.8 24.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 16 16 18 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 35,967
COMMITMENTS
1,844 11,636 1,240 32,325 22,874 35,409 35,750 558 217
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 32.4 3.4 89.9 63.6 98.4 99.4 1.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 9 10 12 13
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,607
COMMITMENTS
531 1,507 372 27,507 25,258 28,410 27,137 1,197 2,470
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.1 1.3 92.9 85.3 96.0 91.7 4.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 1 10 12 12 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,975
COMMITMENTS
5,060 24,898 12,461 142,275 128,802 159,796 166,161 12,179 5,814
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 538)
494 1,780 112 2,594 -600 3,200 1,292 -2,662 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 14.5 7.2 82.7 74.9 92.9 96.6 7.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 6 8 36 35 44 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,402
COMMITMENTS
2,078 12,133 3,918 84,926 70,232 90,922 86,283 6,480 11,119
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 6,906)
-181 4,293 593 6,641 9,474 7,053 14,360 -147 -7,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 12.5 4.0 87.2 72.1 93.3 88.6 6.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 2 3 23 20 26 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,783
COMMITMENTS
496 11,636 1,240 55,535 44,461 57,271 57,337 2,512 2,446
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 19.5 2.1 92.9 74.4 95.8 95.9 4.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 12 15 14 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 287,464
COMMITMENTS
15,259 1,361 8,829 250,322 265,909 274,410 276,099 13,054 11,365
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -429)
-2,266 -1,641 1,037 4,584 4,698 3,355 4,094 -3,784 -4,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 0.5 3.1 87.1 92.5 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 4 6 40 42 47 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 178,871
COMMITMENTS
7,156 7,299 16,884 139,367 149,143 163,407 173,326 15,464 5,545
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -1,633)
-1,444 -1,432 591 -302 5,286 -1,155 4,445 -478 -6,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 4.1 9.4 77.9 83.4 91.4 96.9 8.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 5 36 35 41 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,359
COMMITMENTS
9,266 3,380 11,113 135,191 148,846 155,570 163,339 21,789 14,020
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,232)
-12 -428 1,276 658 18,711 1,922 19,559 -690 -18,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.9 6.3 76.2 83.9 87.7 92.1 12.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 4 30 33 35 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,844
COMMITMENTS
0 4,068 2,042 36,868 30,666 38,910 36,776 10,934 13,068
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 94)
0 -852 30 3,004 -2,480 3,034 -3,302 -2,940 3,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.2 4.1 74.0 61.5 78.1 73.8 21.9 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 16 17 17
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,865
COMMITMENTS
28,906 3,972 23,112 187,718 211,865 239,736 238,949 16,129 16,916
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,921)
1,441 -1,544 1,339 7,149 14,289 9,929 14,084 -6,008 -10,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.6 9.0 73.4 82.8 93.7 93.4 6.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 8 36 37 45 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,236
COMMITMENTS
1,463 5,918 3,373 55,172 45,503 60,008 54,794 6,228 11,442
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,733)
552 -268 1,453 1,976 2,084 3,981 3,269 -248 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 8.9 5.1 83.3 68.7 90.6 82.7 9.4 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 2 3 25 22 28 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,592,541
COMMITMENTS
193,378 76,399 830,689 1538927 1672017 2562994 2579105 29,547 13,436
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 15,141)
-6,605 19,729 -7,525 28,731 4,298 14,601 16,502 540 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.9 32.0 59.4 64.5 98.9 99.5 1.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
31 18 43 111 95 159 140
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,071,815
COMMITMENTS
159,257 324,086 169,396 737,659 574,842 1066312 1068324 5,503 3,491
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 22,862)
20,895 8,116 13,115 -11,687 1,363 22,323 22,594 539 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 30.2 15.8 68.8 53.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 12 30 37 36 72 68
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,298
COMMITMENTS
2,050 1,144 3,601 82,301 83,213 87,952 87,958 346 340
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,626)
-63 97 26 3,639 3,483 3,601 3,606 25 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 1.3 4.1 93.2 94.2 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 5 8 40 38 50 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,428
COMMITMENTS
726 42 810 16,827 17,345 18,363 18,197 65 231
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.2 4.4 91.3 94.1 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 14 19 15 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,198
COMMITMENTS
1,653 0 346 16,870 18,029 18,869 18,375 328 823
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 77)
11 0 -6 50 -213 55 -219 21 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 0.0 1.8 87.9 93.9 98.3 95.7 1.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 18 20 20 22
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 14,419
COMMITMENTS
1,087 60 120 11,992 13,638 13,199 13,818 1,220 601
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 106)
0 0 0 0 260 0 260 106 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.4 0.8 83.2 94.6 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,738
COMMITMENTS
878 0 622 27,550 28,784 29,050 29,406 688 332
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 408)
0 0 0 408 368 408 368 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.0 2.1 92.6 96.8 97.7 98.9 2.3 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 0 1 25 23 28 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,144
COMMITMENTS
240 720 1,660 25,724 25,350 27,624 27,730 520 414
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 260)
0 0 0 250 260 250 260 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 2.6 5.9 91.4 90.1 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 19 16 21 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,840
COMMITMENTS
0 460 560 9,884 9,618 10,444 10,638 396 202
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 40)
0 0 0 40 40 40 40 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.2 5.2 91.2 88.7 96.3 98.1 3.7 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 17 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,297,510
COMMITMENTS
197,375 124,336 620,442 1398853 1469938 2216670 2214716 80,840 82,794
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 29,984)
-8,288 6,641 14,481 24,387 11,574 30,579 32,696 -595 -2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.4 27.0 60.9 64.0 96.5 96.4 3.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
115 109 167 93 99 293 307
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 21,835
COMMITMENTS
0 0 0 21,835 21,785 21,835 21,785 0 50
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -500)
0 0 0 -500 -500 -500 -500 0 0
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: 22)
0 0 0 18 17 18 17
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 66,173
COMMITMENTS
2,525 10,059 21,734 36,772 28,844 61,031 60,637 5,142 5,536
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 4,215)
727 -96 2,512 2,074 3,424 5,313 5,840 -1,098 -1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 15.2 32.8 55.6 43.6 92.2 91.6 7.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 7 14 17 16 31 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,881
COMMITMENTS
13,226 2,405 0 3,605 17,131 16,831 19,536 3,050 345
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,024)
1,132 82 -80 -196 988 856 990 168 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 12.1 0.0 18.1 86.2 84.7 98.3 15.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
89 8 0 14 26 103 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,767
COMMITMENTS
9,753 1,490 0 2,010 12,559 11,763 14,049 3,004 718
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 979)
368 81 0 44 925 412 1,006 567 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 10.1 0.0 13.6 85.0 79.7 95.1 20.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
43 10 0 10 29 53 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 231,448
COMMITMENTS
40,843 11,956 36,189 123,612 154,341 200,643 202,487 30,804 28,961
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 7,457)
-482 1,619 4,698 2,954 -904 7,171 5,413 286 2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 5.2 15.6 53.4 66.7 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
62 32 45 79 93 163 152
Updated April 27, 2007