GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,710
COMMITMENTS
0 0 100 2,435 2,265 2,535 2,365 175 345
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -802)
0 0 0 -715 -987 -715 -987 -87 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 3.7 89.9 83.6 93.5 87.3 6.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 0 2 14 16 16 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,513
COMMITMENTS
25 322 473 6,835 6,448 7,333 7,243 180 270
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,078)
-328 0 -25 -573 -1,074 -926 -1,099 -152 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 4.3 6.3 91.0 85.8 97.6 96.4 2.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 29 28 31 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 219,119
COMMITMENTS
29,981 39,095 15,888 143,145 131,635 189,014 186,618 30,105 32,501
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -512)
251 6,038 -1,198 1,089 -7,388 142 -2,548 -654 2,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 17.8 7.3 65.3 60.1 86.3 85.2 13.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
30 41 33 59 63 104 125
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 875,621
COMMITMENTS
110,386 97,986 342,828 359,028 397,590 812,242 838,404 63,379 37,217
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,201)
4,484 1,559 5,224 -3,131 -12,242 6,577 -5,459 -7,778 4,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 11.2 39.2 41.0 45.4 92.8 95.7 7.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
51 69 72 80 68 172 172
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,260
COMMITMENTS
1,208 11,365 3,729 75,428 64,865 80,365 79,959 9,895 10,301
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,796)
-285 806 -546 -3,305 -4,176 -4,136 -3,916 340 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 12.6 4.1 83.6 71.9 89.0 88.6 11.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 21 22 23 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,219
COMMITMENTS
430 2,245 813 29,275 24,879 30,518 27,937 8,701 11,282
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,754)
-230 1,148 -847 -3,010 -5,506 -4,087 -5,205 -667 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 5.7 2.1 74.6 63.4 77.8 71.2 22.2 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 18 18 20 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,431
COMMITMENTS
4,823 0 1,754 108,737 110,686 115,314 112,440 6,117 8,991
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -9,066)
-868 -496 -124 -8,639 -8,657 -9,631 -9,277 565 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.0 1.4 89.5 91.2 95.0 92.6 5.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 0 1 27 30 29 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,431
COMMITMENTS
17,422 0 0 37,161 55,143 54,583 55,143 12,848 12,288
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,580)
0 0 0 -4,145 -4,654 -4,145 -4,654 565 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 0.0 0.0 55.1 81.8 80.9 81.8 19.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 15 14 17 14
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,530
COMMITMENTS
8,012 2,121 3,340 54,673 62,490 66,025 67,951 6,505 4,579
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,570)
2,580 -6 -1,671 -4,510 -1,664 -3,601 -3,341 31 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.9 4.6 75.4 86.2 91.0 93.7 9.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 2 4 18 18 22 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,189
COMMITMENTS
3,912 206 1,708 46,811 47,631 52,431 49,545 6,758 9,644
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -5,565)
-1,181 206 -621 -3,226 -5,112 -5,028 -5,527 -537 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.3 2.9 79.1 80.5 88.6 83.7 11.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 18 18 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 92,593
COMMITMENTS
3,468 4,079 2,764 78,643 78,076 84,875 84,919 7,718 7,674
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -8,007)
-310 -427 -930 -5,440 -6,615 -6,680 -7,972 -1,327 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 4.4 3.0 84.9 84.3 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 2 2 28 27 31 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,847
COMMITMENTS
0 5,538 1,250 60,150 59,397 61,400 66,185 12,447 7,662
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,513)
0 846 -185 -4,363 -4,737 -4,548 -4,076 1,035 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.5 1.7 81.5 80.4 83.1 89.6 16.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 18 14 19 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,658
COMMITMENTS
6,364 3,542 0 47,655 52,896 54,019 56,438 8,639 6,220
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,473)
372 -434 0 -4,503 -4,707 -4,131 -5,141 -342 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 5.7 0.0 76.1 84.4 86.2 90.1 13.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 1 0 19 18 21 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,414
COMMITMENTS
6,929 3,924 1,996 67,943 74,527 76,868 80,447 12,546 8,967
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,518)
5,403 -757 -2,622 -6,402 -1,397 -3,621 -4,776 103 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 4.4 2.2 76.0 83.4 86.0 90.0 14.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 2 26 22 29 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,874
COMMITMENTS
0 6,242 873 43,418 47,130 44,291 54,245 14,583 4,629
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -4,130)
0 -37 20 -3,048 -3,410 -3,028 -3,427 -1,102 -703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 1.5 73.7 80.1 75.2 92.1 24.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,078
COMMITMENTS
3,634 18,135 16,234 146,725 141,828 166,593 176,197 16,485 6,881
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -15,742)
-924 5,801 -6,094 -9,218 -14,810 -16,236 -15,103 494 -639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 9.9 8.9 80.1 77.5 91.0 96.2 9.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 4 5 37 36 43 42
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,267
COMMITMENTS
2,944 9 1,143 64,201 62,696 68,288 63,848 9,979 14,419
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -10,541)
-1,660 -1,635 -1,465 -8,056 -13,882 -11,181 -16,982 640 6,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 0.0 1.5 82.0 80.1 87.3 81.6 12.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 2 19 18 21 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 278,526
COMMITMENTS
12,863 2,178 7,006 247,236 261,607 267,105 270,791 11,421 7,735
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -15,324)
-1,261 482 313 -15,821 -16,644 -16,769 -15,849 1,445 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.8 2.5 88.8 93.9 95.9 97.2 4.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 2 6 41 41 47 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,318
COMMITMENTS
10,220 5,793 14,596 117,659 128,446 142,475 148,835 12,843 6,483
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -7,126)
-721 -1,712 1,974 -9,864 -8,051 -8,611 -7,789 1,485 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 3.7 9.4 75.8 82.7 91.7 95.8 8.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 4 6 33 31 39 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,346
COMMITMENTS
205 5,317 4,668 140,600 132,409 145,473 142,394 15,873 18,952
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -11,943)
205 328 -121 -14,477 -17,496 -14,393 -17,289 2,450 5,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 3.3 2.9 87.1 82.1 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 3 3 33 28 36 32
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 225,061
COMMITMENTS
57,694 3,919 12,716 142,360 196,253 212,770 212,888 12,291 12,173
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -9,626)
-3,028 2,057 183 -5,003 -11,770 -7,848 -9,530 -1,778 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 1.7 5.7 63.3 87.2 94.5 94.6 5.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 3 6 36 36 44 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,511
COMMITMENTS
0 644 0 44,368 42,467 44,368 43,111 7,143 8,400
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,406)
0 -1,445 0 -3,014 -1,892 -3,014 -3,337 -392 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.3 0.0 86.1 82.4 86.1 83.7 13.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 20 20 20 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,925,837
COMMITMENTS
138,689 127,070 1096348 1655179 1684615 2890216 2908033 35,621 17,804
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -159,758)
-14,646 -55,292 -24,844 -133,185 -86,671 -172,675 -166,807 12,917 7,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 4.3 37.5 56.6 57.6 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
20 27 45 102 90 148 137
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 760,314
COMMITMENTS
165,343 85,545 141,108 449,993 529,462 756,444 756,115 3,870 4,199
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -83,899)
-3,197 14,929 -57,698 -17,683 -35,033 -78,578 -77,802 -5,321 -6,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 11.3 18.6 59.2 69.6 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 16 24 38 37 65 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 38,743
COMMITMENTS
2,541 1,580 1,670 33,723 35,085 37,934 38,335 809 408
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,348)
-26 9 -347 -1,925 -1,960 -2,298 -2,298 -50 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 4.1 4.3 87.0 90.6 97.9 98.9 2.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 6 5 36 34 42 41
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,575
COMMITMENTS
938 0 598 18,910 19,554 20,446 20,152 129 423
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,578)
160 -382 -160 -1,667 -1,144 -1,667 -1,686 89 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.9 91.9 95.0 99.4 97.9 0.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 15 16 16 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 18,474
COMMITMENTS
0 1,108 720 17,488 16,546 18,208 18,374 266 100
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,096)
-60 -44 -56 -950 -1,056 -1,066 -1,156 -30 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.0 3.9 94.7 89.6 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 18 21 19 23
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 15,434
COMMITMENTS
0 1,032 84 14,056 14,038 14,140 15,154 1,294 280
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -200)
0 130 -140 -294 -180 -434 -190 234 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.7 0.5 91.1 91.0 91.6 98.2 8.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 13 17 15
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,080
COMMITMENTS
1,630 60 300 21,822 23,874 23,752 24,234 1,328 846
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -874)
-110 -20 0 -717 -798 -827 -818 -47 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.2 1.2 87.0 95.2 94.7 96.6 5.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 23 16 24 18
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,804
COMMITMENTS
60 1,378 1,680 23,340 22,564 25,080 25,622 724 182
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -90)
0 66 -100 10 -36 -90 -70 0 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 5.3 6.5 90.5 87.4 97.2 99.3 2.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 14 17 16
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,600
COMMITMENTS
120 652 560 10,602 10,058 11,282 11,270 318 330
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -414)
20 56 -76 -462 -392 -518 -412 104 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.6 4.8 91.4 86.7 97.3 97.2 2.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 16 13 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,226,641
COMMITMENTS
167,725 165,531 236,762 754,040 744,275 1158527 1146568 68,114 80,073
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 46,748)
7,416 25,070 6,176 29,965 16,445 43,557 47,691 3,191 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.5 19.3 61.5 60.7 94.4 93.5 5.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
75 113 113 92 89 247 256
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 31,601
COMMITMENTS
2,502 9,121 5,270 19,023 11,104 26,795 25,495 4,806 6,106
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 156)
0 118 0 -100 -38 -100 80 256 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 28.9 16.7 60.2 35.1 84.8 80.7 15.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 11 13 12 25 23
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,459
COMMITMENTS
5,736 2,838 46 4,277 9,197 10,059 12,081 2,400 378
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,127)
1,191 154 36 -64 973 1,163 1,163 -36 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 22.8 0.4 34.3 73.8 80.7 97.0 19.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
53 9 2 15 26 69 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,383
COMMITMENTS
3,715 1,143 36 2,347 6,216 6,098 7,395 2,285 988
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -166)
972 112 -390 -234 257 348 -21 -514 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 13.6 0.4 28.0 74.2 72.7 88.2 27.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 6 2 14 22 41 29
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 147,462
COMMITMENTS
29,021 17,892 3,267 99,013 113,253 131,301 134,412 16,161 13,050
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,880)
3,411 3,720 901 987 -1,027 5,299 3,594 -1,419 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.1 2.2 67.1 76.8 89.0 91.2 11.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
38 18 16 73 79 118 111
Updated January 8, 2007