GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,899
COMMITMENTS
1,575 0 250 5,874 8,599 7,699 8,849 1,200 50
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 100)
0 0 25 75 75 100 100 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 0.0 2.8 66.0 96.6 86.5 99.4 13.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 2 18 16 20 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 16,832
COMMITMENTS
0 6,559 21 16,307 8,538 16,328 15,118 504 1,714
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 617)
0 210 0 553 268 553 478 64 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 39.0 0.1 96.9 50.7 97.0 89.8 3.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 2 1 29 26 30 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 3,548
COMMITMENTS
0 30 110 3,099 3,004 3,209 3,144 339 404
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 295)
0 -5 15 325 410 340 420 -45 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 3.1 87.3 84.7 90.4 88.6 9.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 2 30 31 32 33
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 212,893
COMMITMENTS
34,997 27,159 27,307 119,940 132,661 182,244 187,127 30,649 25,766
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -8,745)
-4,407 1,060 -2,444 -3,164 -8,888 -10,015 -10,272 1,270 1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 12.8 12.8 56.3 62.3 85.6 87.9 14.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
35 27 28 64 68 115 109
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 756,480
COMMITMENTS
70,433 91,576 264,936 358,747 368,660 694,116 725,172 62,364 31,308
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -10,175)
-4,801 1,811 2,683 -1,099 -11,874 -3,217 -7,380 -6,958 -2,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 12.1 35.0 47.4 48.7 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 68 64 79 69 172 162
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,288
COMMITMENTS
2,516 14,187 3,072 78,488 70,153 84,076 87,412 10,212 6,876
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 813)
454 -304 213 -60 1,182 607 1,091 206 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 15.0 3.3 83.2 74.4 89.2 92.7 10.8 7.3
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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,682
COMMITMENTS
279 69 5,340 52,757 53,080 58,376 58,489 11,306 11,193
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 3,500)
-197 69 407 2,555 1,538 2,765 2,014 735 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.1 7.7 75.7 76.2 83.8 83.9 16.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 2 26 19 28 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,982
COMMITMENTS
12,474 928 5,780 99,634 112,902 117,888 119,610 10,094 8,372
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,436)
-1,863 -364 1,339 1,562 705 1,038 1,680 398 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.7 4.5 77.9 88.2 92.1 93.5 7.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 1 4 25 30 29 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,304
COMMITMENTS
21,200 3,921 6,699 48,444 71,600 76,343 82,220 13,961 8,084
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,106)
4,280 -100 -514 -112 7,506 3,654 6,892 1,452 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 4.3 7.4 53.6 79.3 84.5 91.0 15.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 19 21 23 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,951
COMMITMENTS
8,035 0 6,976 68,274 72,461 83,285 79,437 3,666 7,514
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,262)
-65 0 173 974 -129 1,082 44 180 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 8.0 78.5 83.3 95.8 91.4 4.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 0 4 19 22 23 26
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,924
COMMITMENTS
9,239 0 2,351 55,565 62,172 67,155 64,523 4,769 7,401
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,034)
411 0 362 735 1,968 1,508 2,330 -474 -1,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 0.0 3.3 77.3 86.4 93.4 89.7 6.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 0 2 22 25 24 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,802
COMMITMENTS
3,029 891 4,899 75,272 75,632 83,200 81,422 8,602 10,380
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -1,144)
428 -533 -121 -1,915 775 -1,608 121 464 -1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 1.0 5.3 82.0 82.4 90.6 88.7 9.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 3 26 32 30 35
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 91,058
COMMITMENTS
496 7,708 2,232 75,529 70,820 78,257 80,760 12,801 10,298
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 506)
310 60 -1,378 420 1,644 -648 326 1,154 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 8.5 2.5 82.9 77.8 85.9 88.7 14.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 2 22 20 25 22
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,177
COMMITMENTS
6,924 2,568 1,377 27,667 27,358 35,968 31,303 3,209 7,874
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,262)
494 0 -90 982 248 1,386 158 -124 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 6.6 3.5 70.6 69.8 91.8 79.9 8.2 20.1
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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,868
COMMITMENTS
9,447 787 2,793 63,194 69,288 75,434 72,868 4,434 7,000
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,249)
126 0 -150 1,313 1,355 1,289 1,205 -40 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 1.0 3.5 79.1 86.8 94.4 91.2 5.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 27 25 31 28
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 122,558
COMMITMENTS
6,942 16,703 5,228 101,365 85,362 113,535 107,293 9,023 15,265
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,166)
6,014 0 -1,932 1,394 5,947 5,476 4,015 -310 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 13.6 4.3 82.7 69.7 92.6 87.5 7.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 5 3 26 26 29 32
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,083
COMMITMENTS
0 6,686 1,437 48,878 44,983 50,315 53,106 12,768 9,977
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,087)
0 -221 148 984 960 1,132 887 -45 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 2.3 77.5 71.3 79.8 84.2 20.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 19 19 21 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,875
COMMITMENTS
0 10,592 0 35,960 25,863 35,960 36,455 915 420
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 28.7 0.0 97.5 70.1 97.5 98.9 2.5 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 0 15 14 15 16
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 30,881
COMMITMENTS
4,278 390 0 26,363 28,004 30,641 28,394 240 2,487
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 1.3 0.0 85.4 90.7 99.2 91.9 0.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 0 13 14 16 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,330
COMMITMENTS
2,819 21,253 16,267 136,727 125,738 155,813 163,258 13,517 6,072
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,503)
-792 152 1,914 -610 -763 512 1,303 991 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 12.6 9.6 80.7 74.3 92.0 96.4 8.0 3.6
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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 95,423
COMMITMENTS
2,983 5,229 4,516 82,491 73,112 89,990 82,857 5,433 12,566
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 2,453)
2,971 -1,547 374 -282 1,436 3,063 263 -610 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 5.5 4.7 86.4 76.6 94.3 86.8 5.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 3 4 22 20 26 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,370
COMMITMENTS
0 10,772 0 58,984 45,725 58,984 56,497 2,386 4,873
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,047)
0 2,448 0 5,686 3,024 5,686 5,472 -639 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.6 0.0 96.1 74.5 96.1 92.1 3.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 0 18 18 18 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 281,642
COMMITMENTS
13,884 857 8,073 250,593 263,072 272,550 272,002 9,092 9,640
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 661)
-3,044 377 -432 5,219 600 1,743 545 -1,082 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 0.3 2.9 89.0 93.4 96.8 96.6 3.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
6 2 7 45 48 52 56
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,774
COMMITMENTS
7,035 8,137 15,633 149,961 155,382 172,629 179,152 14,145 7,622
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -190)
142 306 -372 570 202 340 136 -530 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 4.4 8.4 80.3 83.2 92.4 95.9 7.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 38 33 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 188,212
COMMITMENTS
9,721 5,519 14,584 140,553 154,863 164,858 174,966 23,354 13,246
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 4,991)
-544 -1,463 814 4,202 6,055 4,472 5,406 519 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 2.9 7.7 74.7 82.3 87.6 93.0 12.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 4 5 32 34 38 40
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,327
COMMITMENTS
0 4,172 1,687 44,711 39,274 46,398 45,133 10,929 12,194
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,686)
0 966 -471 3,805 1,375 3,334 1,870 -1,648 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 2.9 78.0 68.5 80.9 78.7 19.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 19 21 20
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 254,925
COMMITMENTS
31,894 5,896 24,516 183,028 212,740 239,438 243,152 15,487 11,773
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,258)
1,579 233 211 -964 -1,384 826 -940 -3,084 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 2.3 9.6 71.8 83.5 93.9 95.4 6.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 4 7 41 41 52 48
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,940
COMMITMENTS
1,472 4,431 4,903 53,282 47,961 59,657 57,295 7,283 9,645
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -642)
641 -1,947 1,557 -2,720 -252 -522 -642 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 6.6 7.3 79.6 71.6 89.1 85.6 10.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 23 22 26 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,570,843
COMMITMENTS
197,551 66,060 809,963 1527554 1678105 2535068 2554128 35,775 16,715
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 20,958)
-13,035 1,778 13,523 16,703 3,879 17,191 19,180 3,767 1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 2.6 31.5 59.4 65.3 98.6 99.3 1.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
36 19 44 109 94 162 141
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 993,663
COMMITMENTS
103,080 279,188 166,908 720,656 544,296 990,644 990,392 3,019 3,271
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -72,870)
-17,164 -37,722 -20,619 -34,713 -14,462 -72,496 -72,803 -374 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 28.1 16.8 72.5 54.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 20 26 39 38 68 70
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 39,583
COMMITMENTS
2,087 948 975 35,656 37,059 38,718 38,982 865 601
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,027)
80 -28 0 706 814 786 786 241 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 2.4 2.5 90.1 93.6 97.8 98.5 2.2 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 3 6 38 34 47 40
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,619
COMMITMENTS
810 0 726 16,018 16,662 17,554 17,388 65 231
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 128)
0 0 0 128 128 128 128 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 4.1 90.9 94.6 99.6 98.7 0.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 14 19 15 20
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,794
COMMITMENTS
1,686 0 192 14,585 15,846 16,463 16,038 331 756
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 13)
0 0 0 0 3 0 3 13 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 0.0 1.1 86.8 94.4 98.0 95.5 2.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 18 18 19
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,325
COMMITMENTS
960 384 134 11,495 12,645 12,589 13,163 736 162
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -585)
0 324 24 -575 -605 -551 -257 -34 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 2.9 1.0 86.3 94.9 94.5 98.8 5.5 1.2
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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,535
COMMITMENTS
973 100 503 27,899 29,410 29,375 30,013 1,160 522
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 72)
0 0 0 -178 -168 -178 -168 250 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 0.3 1.6 91.4 96.3 96.2 98.3 3.8 1.7
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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,156
COMMITMENTS
280 704 1,520 24,560 24,518 26,360 26,742 796 414
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -340)
-60 40 -20 -280 -390 -360 -370 20 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 2.6 5.6 90.4 90.3 97.1 98.5 2.9 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 17 16 19 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,506
COMMITMENTS
0 288 552 9,172 9,030 9,724 9,870 782 636
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 10)
0 0 0 10 10 10 10 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.7 5.3 87.3 86.0 92.6 93.9 7.4 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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,388,590
COMMITMENTS
180,467 145,223 260,023 878,166 910,866 1318656 1316112 69,934 72,478
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 38,407)
4,575 22,792 8,994 23,281 11,602 36,850 43,388 1,557 -4,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.5 18.7 63.2 65.6 95.0 94.8 5.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
98 101 134 92 98 268 285
WTI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765A
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 97,357
COMMITMENTS
23,911 9,531 3,163 44,143 46,558 71,217 59,252 26,140 38,105
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 1,928)
784 917 -16 -34 189 734 1,090 1,194 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 9.8 3.2 45.3 47.8 73.2 60.9 26.8 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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 18,845
COMMITMENTS
0 50 0 18,695 18,795 18,695 18,845 150 0
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 400)
0 50 0 400 350 400 400 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 0.0 99.2 99.7 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 0 22 21 22 22
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,875
COMMITMENTS
2,966 15,978 20,391 42,323 29,051 65,680 65,420 5,195 5,455
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 5,854)
315 128 2,654 2,678 2,608 5,647 5,390 207 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 22.5 28.8 59.7 41.0 92.7 92.3 7.3 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
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 19,332
COMMITMENTS
12,374 2,349 554 3,942 16,274 16,870 19,177 2,462 155
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 226)
-143 22 47 493 394 397 463 -171 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.0 12.2 2.9 20.4 84.2 87.3 99.2 12.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
73 11 5 20 27 98 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 14,738
COMMITMENTS
9,483 1,023 521 1,888 12,442 11,892 13,986 2,846 752
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -403)
-765 -260 407 -174 -539 -532 -392 129 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 6.9 3.5 12.8 84.4 80.7 94.9 19.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
37 8 7 8 26 50 39
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 175,918
COMMITMENTS
45,846 17,228 10,591 99,834 130,447 156,271 158,266 19,647 17,652
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -5,217)
816 -387 -2,904 -3,508 -3,242 -5,596 -6,533 379 1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 9.8 6.0 56.8 74.2 88.8 90.0 11.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
63 28 37 78 86 160 136
SING JET KERO GASOIL SPR SWAP - NEW YORK MERCANTILE EXCHANGE Code-86465C
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| 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 05/22/07 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
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 11 14 12 15
Updated June 1, 2007