GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,799
COMMITMENTS
1,575 0 225 5,799 8,524 7,599 8,749 1,200 50
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -25)
0 -1,025 0 -25 1,000 -25 -25 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 0.0 2.6 65.9 96.9 86.4 99.4 13.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 18 16 19 17
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,215
COMMITMENTS
0 6,349 21 15,754 8,270 15,775 14,640 440 1,575
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 194)
-75 120 -100 901 299 726 319 -532 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 39.2 0.1 97.2 51.0 97.3 90.3 2.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 29 26 30 28
EUR 3.5% FUEL OIL RTD CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 1,909
COMMITMENTS
0 35 14 1,470 1,317 1,484 1,366 425 543
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27)
0 -123 0 8 147 8 24 19 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 0.7 77.0 69.0 77.7 71.6 22.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 17 18 18
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,253
COMMITMENTS
0 35 95 2,774 2,594 2,869 2,724 384 529
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 356)
0 -70 -155 491 601 336 376 20 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.1 2.9 85.3 79.7 88.2 83.7 11.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 2 27 28 29 30
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 242,978
COMMITMENTS
37,803 26,796 39,393 132,590 150,607 209,787 216,796 33,191 26,182
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 14,482)
4,381 1,631 2,864 6,265 11,931 13,510 16,426 972 -1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 11.0 16.2 54.6 62.0 86.3 89.2 13.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
33 32 35 64 71 121 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,239,333
COMMITMENTS
75,789 135,524 480,524 607,978 585,681 1164291 1201729 75,041 37,604
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 7,080)
132 -456 3,872 2,786 6,264 6,790 9,680 290 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 10.9 38.8 49.1 47.3 93.9 97.0 6.1 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
67 69 91 85 82 207 191
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,475
COMMITMENTS
2,062 14,491 2,859 78,548 68,971 83,469 86,321 10,006 7,154
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600)
-244 304 -182 1,148 538 722 660 -122 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 15.5 3.1 84.0 73.8 89.3 92.3 10.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 21 21 23 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,182
COMMITMENTS
476 0 4,933 50,202 51,542 55,611 56,475 10,571 9,707
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,277)
-1,769 -754 1,684 4,161 5,641 4,076 6,571 1,201 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 0.0 7.5 75.9 77.9 84.0 85.3 16.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 25 20 27 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 126,546
COMMITMENTS
14,337 1,292 4,441 98,072 112,197 116,850 117,930 9,696 8,616
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,882)
2,440 348 -3,112 3,046 4,830 2,374 2,066 -492 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 1.0 3.5 77.5 88.7 92.3 93.2 7.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 4 25 29 29 33
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,198
COMMITMENTS
16,920 4,021 7,213 48,556 64,094 72,689 75,328 12,509 9,870
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -49)
0 -1,288 1,288 -2,315 566 -1,027 566 978 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.7 8.5 57.0 75.2 85.3 88.4 14.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 17 19 21 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,689
COMMITMENTS
8,100 0 6,803 67,300 72,590 82,203 79,393 3,486 6,296
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,173)
3,489 -407 -504 188 3,288 3,173 2,377 0 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 7.9 78.5 84.7 95.9 92.7 4.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 0 4 20 22 24 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,890
COMMITMENTS
8,828 0 1,989 54,830 60,204 65,647 62,193 5,243 8,697
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,073)
1,422 0 -212 4,117 3,021 5,327 2,809 -254 2,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 2.8 77.3 84.9 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 19 23 21 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,946
COMMITMENTS
2,601 1,424 5,020 77,187 74,857 84,808 81,301 8,138 11,645
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,577)
-364 -537 335 3,308 647 3,279 445 -702 2,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 1.5 5.4 83.0 80.5 91.2 87.5 8.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 2 2 25 31 28 34
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,552
COMMITMENTS
186 7,648 3,610 75,109 69,176 78,905 80,434 11,647 10,118
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,529)
186 742 540 3,469 4,560 4,195 5,842 334 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 8.4 4.0 82.9 76.4 87.1 88.8 12.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 2 3 22 19 25 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,915
COMMITMENTS
6,430 2,568 1,467 26,685 27,110 34,582 31,145 3,333 6,770
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 480)
-520 0 270 300 30 50 300 430 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.8 3.9 70.4 71.5 91.2 82.1 8.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 11 11 14 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,619
COMMITMENTS
9,321 787 2,943 61,881 67,933 74,145 71,663 4,474 6,956
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -307)
-69 -92 -1,088 1,156 1,147 -1 -33 -306 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 1.0 3.7 78.7 86.4 94.3 91.2 5.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 27 24 31 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 117,392
COMMITMENTS
928 16,703 7,160 99,971 79,415 108,059 103,278 9,333 14,114
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,113)
-1,244 818 91 -390 -849 -1,543 60 430 -1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 14.2 6.1 85.2 67.6 92.0 88.0 8.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 3 27 26 30 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,996
COMMITMENTS
0 6,907 1,289 47,894 44,023 49,183 52,219 12,813 9,777
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,221)
0 127 -32 1,302 1,620 1,270 1,715 -49 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.1 2.1 77.3 71.0 79.3 84.2 20.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 19 21 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,827
COMMITMENTS
3,611 21,101 14,353 137,337 126,501 155,301 161,955 12,526 5,872
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -103)
613 -3,398 1,510 -3,644 2,142 -1,521 254 1,418 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 12.6 8.6 81.8 75.4 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 8 36 36 44 45
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,970
COMMITMENTS
12 6,776 4,142 82,773 71,676 86,927 82,594 6,043 10,376
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,982)
-1,003 -1,084 -75 -1,475 363 -2,553 -796 -429 -2,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 4.5 89.0 77.1 93.5 88.8 6.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 4 4 22 21 26 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,323
COMMITMENTS
0 8,324 0 53,298 42,701 53,298 51,025 3,025 5,298
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.8 0.0 94.6 75.8 94.6 90.6 5.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 0 13 15 13 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 280,981
COMMITMENTS
16,928 480 8,505 245,374 262,472 270,807 271,457 10,174 9,524
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,353)
-2,475 0 2,189 3,719 990 3,433 3,179 -1,080 -826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 0.2 3.0 87.3 93.4 96.4 96.6 3.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 1 7 42 46 49 54
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,964
COMMITMENTS
6,893 7,831 16,005 149,391 155,180 172,289 179,016 14,675 7,948
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693)
-481 42 -19 4,515 2,543 4,015 2,566 -322 1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 4.2 8.6 79.9 83.0 92.2 95.7 7.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 38 34 42 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,221
COMMITMENTS
10,265 6,982 13,770 136,351 148,808 160,386 169,560 22,835 13,661
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,007)
-3,117 -284 1,703 1,020 -268 -394 1,151 2,401 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 3.8 7.5 74.4 81.2 87.5 92.5 12.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 6 32 34 39 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,641
COMMITMENTS
0 3,206 2,158 40,906 37,899 43,064 43,263 12,577 12,378
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,693)
0 11 77 3,460 3,881 3,537 3,969 156 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.8 3.9 73.5 68.1 77.4 77.8 22.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 19 18 20 19
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 257,183
COMMITMENTS
30,315 5,663 24,305 183,992 214,124 238,612 244,092 18,571 13,091
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 9,234)
538 1,607 54 4,916 5,706 5,508 7,367 3,726 1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 2.2 9.5 71.5 83.3 92.8 94.9 7.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 4 7 39 39 50 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,582
COMMITMENTS
831 6,378 3,346 56,002 48,213 60,179 57,937 7,403 9,645
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 728)
-541 255 -205 1,722 2,820 976 2,870 -248 -2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 9.4 5.0 82.9 71.3 89.0 85.7 11.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 3 22 21 25 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,549,885
COMMITMENTS
210,586 64,282 796,440 1510851 1674226 2517877 2534948 32,008 14,937
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 27,239)
12,076 -1,597 1,661 13,808 26,894 27,545 26,958 -306 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.5 31.2 59.3 65.7 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
37 16 43 104 90 156 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,066,533
COMMITMENTS
120,244 316,910 187,527 755,369 558,758 1063140 1063195 3,393 3,338
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,774)
5,393 8,914 -569 -1,499 -4,563 3,325 3,782 -551 -1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 29.7 17.6 70.8 52.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 22 32 39 38 73 76
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 94,554
COMMITMENTS
2,308 1,144 3,894 87,710 89,145 93,912 94,183 642 371
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,276)
315 24 141 2,048 2,372 2,504 2,536 -228 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 1.2 4.1 92.8 94.3 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 5 9 40 36 51 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,491
COMMITMENTS
810 0 726 15,890 16,534 17,426 17,260 65 231
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 134)
0 0 0 134 134 134 134 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 4.2 90.8 94.5 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 14 18 15 19
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,367
COMMITMENTS
1,840 0 234 16,822 18,213 18,896 18,446 471 921
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 80)
9 0 -5 73 87 78 83 1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 1.2 86.9 94.0 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 18 19 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,923
COMMITMENTS
960 60 110 12,083 13,263 13,153 13,433 770 490
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 112)
0 0 0 112 116 112 116 -0 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.4 0.8 86.8 95.3 94.5 96.5 5.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
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 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,463
COMMITMENTS
973 100 503 28,077 29,578 29,553 30,181 910 282
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -78)
10 100 -10 162 72 162 162 -240 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.3 1.7 92.2 97.1 97.0 99.1 3.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 2 23 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,496
COMMITMENTS
340 664 1,540 24,840 24,908 26,720 27,112 776 384
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 180)
0 0 0 180 180 180 180 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.4 5.6 90.3 90.6 97.2 98.6 2.8 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 14 20 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,496
COMMITMENTS
0 288 552 9,162 9,020 9,714 9,860 782 636
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 32)
0 0 0 32 32 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 5.3 87.3 85.9 92.5 93.9 7.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,183,553
COMMITMENTS
202,797 111,101 557,206 1345986 1429997 2105989 2098304 77,564 85,249
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -262,136)
-4,583 -21,752 -69,289 -178,339 -139,924 -252,211 -230,965 -9,925 -31,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.1 25.5 61.6 65.5 96.4 96.1 3.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
109 102 159 91 97 286 296
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 95,429
COMMITMENTS
23,127 8,614 3,179 44,177 46,369 70,483 58,162 24,946 37,267
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,144)
438 554 -429 721 18 730 143 414 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 9.0 3.3 46.3 48.6 73.9 60.9 26.1 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 3 4 14 13 19 18
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,445
COMMITMENTS
0 0 0 18,295 18,445 18,295 18,445 150 0
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600)
0 0 0 450 600 450 600 150 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 99.2 100.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 65,021
COMMITMENTS
2,651 15,850 17,737 39,645 26,443 60,033 60,030 4,988 4,991
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -6,286)
-681 5,529 -5,369 436 -5,024 -5,614 -4,864 -672 -1,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 24.4 27.3 61.0 40.7 92.3 92.3 7.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
5 9 12 17 17 30 30
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,106
COMMITMENTS
12,517 2,327 507 3,449 15,880 16,473 18,714 2,633 392
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -869)
-391 84 169 -428 -1,073 -650 -820 -219 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 12.2 2.7 18.1 83.1 86.2 97.9 13.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
77 11 6 14 26 96 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,141
COMMITMENTS
10,248 1,283 114 2,062 12,981 12,424 14,378 2,717 763
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -940)
-870 284 -8 131 -1,083 -747 -807 -193 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 8.5 0.8 13.6 85.7 82.1 95.0 17.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
41 8 3 9 27 51 38
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 248,734
COMMITMENTS
46,331 18,057 51,551 121,750 154,351 219,632 223,959 29,102 24,775
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 8,779)
-1,464 1,166 828 8,326 6,544 7,690 8,538 1,089 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 7.3 20.7 48.9 62.1 88.3 90.0 11.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
69 38 50 88 95 182 160
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,000
COMMITMENTS
300 75 0 3,700 3,775 4,000 3,850 0 150
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.9 0.0 92.5 94.4 100.0 96.3 0.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 0 10 14 11 15
Updated May 25, 2007