GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,474
COMMITMENTS
1,650 0 175 5,449 8,249 7,274 8,424 1,200 50
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -125)
0 0 0 -125 -75 -125 -75 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 0.0 2.1 64.3 97.3 85.8 99.4 14.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 2 16 17 18 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,693
COMMITMENTS
0 5,932 21 15,202 8,129 15,223 14,082 470 1,611
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 837)
0 680 0 797 157 797 837 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 37.8 0.1 96.9 51.8 97.0 89.7 3.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 28 27 29 29
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,164
COMMITMENTS
0 0 0 2,740 2,630 2,740 2,630 424 534
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 288)
0 -15 -40 364 349 324 294 -36 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 86.6 83.1 86.6 83.1 13.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 0 0 26 28 26 28
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 228,373
COMMITMENTS
28,345 22,104 33,541 131,530 144,035 193,416 199,679 34,957 28,694
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 361)
-10,603 -1,425 911 9,751 20 59 -495 302 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.7 14.7 57.6 63.1 84.7 87.4 15.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
40 29 33 66 68 123 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,237,292
COMMITMENTS
77,464 158,712 478,731 614,403 564,865 1170598 1202308 66,694 34,984
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -3,087)
1,315 11,660 -9,147 4,546 -7,198 -3,286 -4,684 199 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.8 38.7 49.7 45.7 94.6 97.2 5.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
64 79 94 86 81 205 204
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,728
COMMITMENTS
1,787 14,326 2,550 75,938 65,060 80,275 81,936 7,453 5,792
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -335)
-644 152 -243 3,136 461 2,249 370 -2,584 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 16.3 2.9 86.6 74.2 91.5 93.4 8.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 2 23 21 25 26
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,173
COMMITMENTS
0 4,148 4,024 65,122 58,614 69,146 66,786 7,027 9,387
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 6,250)
0 3,705 -533 7,540 4,267 7,007 7,439 -757 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 5.3 85.5 76.9 90.8 87.7 9.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 2 24 21 26 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,595
COMMITMENTS
11,396 281 5,542 94,073 107,770 111,011 113,593 8,584 6,002
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -544)
219 -188 -523 -178 167 -482 -544 -62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.2 4.6 78.7 90.1 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 5 26 30 31 35
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,144
COMMITMENTS
10,817 5,853 10,650 60,540 69,454 82,007 85,957 11,137 7,187
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 794)
-496 2,736 -1,880 3,266 -186 890 670 -96 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 6.3 11.4 65.0 74.6 88.0 92.3 12.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 3 3 21 21 25 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,948
COMMITMENTS
5,226 1,102 6,747 63,619 65,852 75,592 73,701 4,356 6,247
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -250)
-1,831 1,005 475 1,106 -1,912 -250 -432 0 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.4 8.4 79.6 82.4 94.6 92.2 5.4 7.8
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 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,769
COMMITMENTS
11,612 0 1,850 49,387 57,770 62,849 59,620 5,920 9,149
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,988)
1,736 0 -370 1,246 1,332 2,612 962 376 2,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 0.0 2.7 71.8 84.0 91.4 86.7 8.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 20 21 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,884
COMMITMENTS
3,082 940 4,022 75,838 77,050 82,942 82,012 8,942 9,872
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,185)
1,297 77 -144 -1,406 1,522 -253 1,455 2,438 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 1.0 4.4 82.5 83.9 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 2 2 23 27 27 30
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 87,625
COMMITMENTS
1,216 9,380 2,817 71,555 64,273 75,588 76,470 12,037 11,155
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 861)
0 -642 230 763 1,512 993 1,100 -132 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 10.7 3.2 81.7 73.4 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 4 2 21 19 24 23
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,624
COMMITMENTS
5,841 2,692 1,235 26,453 25,970 33,529 29,897 3,095 6,727
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 566)
-763 0 535 580 0 352 535 214 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 7.4 3.4 72.2 70.9 91.5 81.6 8.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 2 12 11 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,712
COMMITMENTS
11,476 513 2,119 60,959 69,408 74,554 72,040 5,158 7,672
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,165)
1,493 0 -672 200 497 1,021 -175 144 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 0.6 2.7 76.5 87.1 93.5 90.4 6.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 2 25 22 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,588
COMMITMENTS
5,361 10,752 5,165 96,051 87,080 106,577 102,997 10,011 13,591
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,691)
-297 -1,667 117 2,174 4,932 1,994 3,382 -303 -1,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.2 4.4 82.4 74.7 91.4 88.3 8.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 3 27 28 30 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,427
COMMITMENTS
0 4,962 1,412 46,830 43,457 48,242 49,831 11,185 9,596
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 169)
0 0 -62 127 -38 65 -100 104 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.3 2.4 78.8 73.1 81.2 83.9 18.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 19 20 21 22
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,548
COMMITMENTS
2,490 16,135 19,342 125,912 117,718 147,744 153,195 11,804 6,353
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -86)
453 -1,998 560 -1,251 1,169 -238 -269 152 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 10.1 12.1 78.9 73.8 92.6 96.0 7.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 6 7 35 36 42 44
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,072
COMMITMENTS
474 5,446 4,469 77,742 69,539 82,685 79,454 6,387 9,618
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 565)
462 -991 757 -778 799 441 565 124 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 6.1 5.0 87.3 78.1 92.8 89.2 7.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 4 21 22 25 27
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,051
COMMITMENTS
6,700 8,488 0 53,054 49,355 59,754 57,843 2,297 4,208
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,746)
620 -364 0 912 2,110 1,532 1,746 214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 13.7 0.0 85.5 79.5 96.3 93.2 3.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 0 12 16 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,566
COMMITMENTS
19,244 2,119 4,419 244,911 260,828 268,574 267,366 9,992 11,200
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 7,863)
3,961 554 -262 3,986 7,308 7,685 7,600 178 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 0.8 1.6 87.9 93.6 96.4 96.0 3.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 2 5 42 47 47 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,266
COMMITMENTS
6,044 8,672 13,648 141,791 146,238 161,483 168,558 15,783 8,708
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -964)
-210 1,054 -1,148 394 -1,024 -964 -1,118 0 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.9 7.7 80.0 82.5 91.1 95.1 8.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 4 36 32 40 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,577
COMMITMENTS
8,329 10,448 10,006 132,512 144,716 150,847 165,170 25,730 11,407
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 3,118)
-547 2,300 -408 3,060 300 2,105 2,192 1,013 926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.9 5.7 75.0 82.0 85.4 93.5 14.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 4 5 35 32 41 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,171
COMMITMENTS
0 2,021 2,157 37,218 38,908 39,375 43,086 16,796 13,085
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,819)
0 -242 -200 -796 1,783 -996 1,341 2,815 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.8 66.3 69.3 70.1 76.7 29.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 17 14 18 15
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,847
COMMITMENTS
28,846 7,548 21,157 174,130 194,990 224,133 223,695 17,714 18,152
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,409)
-1,535 36 1,331 3,001 1,473 2,797 2,840 -388 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 3.1 8.7 72.0 80.6 92.7 92.5 7.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 3 6 38 39 47 45
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,648
COMMITMENTS
1,324 3,681 4,540 53,381 51,312 59,245 59,533 6,403 6,115
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,360)
-376 0 -120 3,313 4,618 2,817 4,498 -457 -2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.6 6.9 81.3 78.2 90.2 90.7 9.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 24 27 27 30
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,500,575
COMMITMENTS
228,443 42,278 791,822 1449743 1652293 2470008 2486393 30,567 14,182
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 22,325)
-6,144 -1,362 23,159 6,942 488 23,957 22,285 -1,632 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 1.7 31.7 58.0 66.1 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 17 45 100 90 149 139
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,067,372
COMMITMENTS
105,386 292,337 195,619 762,531 576,521 1063536 1064477 3,836 2,895
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 9,147)
-8,169 -9,378 9,221 7,320 10,161 8,372 10,004 775 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 27.4 18.3 71.4 54.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 21 30 41 40 77 76
CENTRAL APPALACHIAN COAL - NEW YORK MERCANTILE EXCHANGE Code-024651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,550 TONS) OPEN INTEREST: 10,795
COMMITMENTS
1,400 0 30 8,905 10,405 10,335 10,435 460 360
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.3 82.5 96.4 95.7 96.7 4.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 16 14 18 15
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 95,679
COMMITMENTS
2,341 740 4,168 88,219 90,073 94,728 94,981 951 698
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,026)
85 -38 166 783 878 1,035 1,006 -9 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 0.8 4.4 92.2 94.1 99.0 99.3 1.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 4 8 37 36 50 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,443
COMMITMENTS
898 0 638 17,864 18,596 19,400 19,234 43 209
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,896)
0 0 0 2,896 2,896 2,896 2,896 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 3.3 91.9 95.6 99.8 98.9 0.2 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 14 20 15 21
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,757
COMMITMENTS
1,823 0 234 16,011 17,664 18,068 17,898 690 859
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 17)
-39 0 20 41 4 22 23 -5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 1.2 85.4 94.2 96.3 95.4 3.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
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 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 12,733
COMMITMENTS
834 370 124 11,123 11,797 12,081 12,291 652 442
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 187)
0 0 0 187 -93 187 -93 -0 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.9 1.0 87.4 92.6 94.9 96.5 5.1 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 16 14 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 29,646
COMMITMENTS
1,122 90 326 26,484 28,740 27,932 29,156 1,714 490
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -10)
0 0 0 -30 -10 -30 -10 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 0.3 1.1 89.3 96.9 94.2 98.3 5.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 20 22 23 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,356
COMMITMENTS
340 604 1,380 24,842 24,834 26,562 26,818 794 538
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -44)
0 0 0 -44 -24 -44 -24 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 2.2 5.0 90.8 90.8 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,948
COMMITMENTS
0 748 552 8,685 8,062 9,237 9,362 711 586
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 20)
0 0 0 20 20 20 20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.5 5.5 87.3 81.0 92.9 94.1 7.1 5.9
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 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,301,384
COMMITMENTS
211,172 111,851 595,860 1413723 1497873 2220755 2205584 80,628 95,799
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 11,465)
6,102 -4,804 10,889 3,194 2,105 20,185 8,191 -8,720 3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 4.9 25.9 61.4 65.1 96.5 95.8 3.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
128 110 184 93 100 311 322
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 92,049
COMMITMENTS
22,636 10,598 2,880 40,858 42,728 66,374 56,206 25,675 35,843
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 936)
365 -267 379 47 833 791 945 145 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 11.5 3.1 44.4 46.4 72.1 61.1 27.9 38.9
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 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,469
COMMITMENTS
0 250 0 15,469 15,219 15,469 15,469 0 0
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 650)
0 100 0 650 550 650 650 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 0.0 100.0 98.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 0 23 20 23 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 74,599
COMMITMENTS
3,083 16,716 21,709 44,163 29,914 68,955 68,339 5,644 6,260
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 698)
93 132 51 503 13 647 196 51 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 22.4 29.1 59.2 40.1 92.4 91.6 7.6 8.4
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 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,198
COMMITMENTS
11,972 1,536 78 3,532 16,336 15,582 17,950 2,616 248
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 91)
279 58 7 -18 62 268 127 -177 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 8.4 0.4 19.4 89.8 85.6 98.6 14.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
73 11 3 18 25 94 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,187
COMMITMENTS
10,196 938 428 1,930 12,939 12,554 14,305 2,633 882
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 457)
561 15 -107 3 505 457 413 0 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 6.2 2.8 12.7 85.2 82.7 94.2 17.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
39 7 7 8 29 52 42
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 234,182
COMMITMENTS
43,553 10,125 45,598 121,172 158,624 210,323 214,347 23,859 19,834
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 13,916)
-2,033 -2,853 3,813 16,235 17,128 18,015 18,088 -4,099 -4,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 4.3 19.5 51.7 67.7 89.8 91.5 10.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
69 29 43 83 98 173 151
SING JET KERO SWAP - NEW YORK MERCANTILE EXCHANGE Code-26265D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,510
COMMITMENTS
0 150 0 3,490 3,360 3,490 3,510 20 0
CHANGES FROM 06/05/07 (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 4.3 0.0 99.4 95.7 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 13 15 13 16
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,575
COMMITMENTS
300 0 0 3,275 3,525 3,575 3,525 0 50
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 100)
0 -75 0 100 275 100 200 0 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 0.0 0.0 91.6 98.6 100.0 98.6 0.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 11 15 12 15
Updated June 15, 2007