GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,724
COMMITMENTS
1,500 975 225 5,649 7,324 7,374 8,524 1,350 200
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,060)
325 975 -100 685 35 910 910 150 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 11.2 2.6 64.8 84.0 84.5 97.7 15.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 18 14 19 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 15,242
COMMITMENTS
75 6,279 21 14,074 7,192 14,170 13,492 1,072 1,750
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 635)
0 -75 0 3 535 3 460 632 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 41.2 0.1 92.3 47.2 93.0 88.5 7.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 2 1 27 26 29 28
SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,585
COMMITMENTS
0 125 230 2,051 1,806 2,281 2,161 304 424
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -815)
0 35 200 -640 -725 -440 -490 -375 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.8 8.9 79.3 69.9 88.2 83.6 11.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
0 2 2 26 28 28 30
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 223,324
COMMITMENTS
26,312 23,985 35,292 130,059 133,805 191,663 193,082 31,661 30,242
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -3,094)
-4,969 912 -1,374 2,457 -6,979 -3,886 -7,441 792 4,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 10.7 15.8 58.2 59.9 85.8 86.5 14.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
28 33 31 65 67 114 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,258,685
COMMITMENTS
69,457 139,906 486,851 629,705 595,008 1186014 1221765 72,671 36,920
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -280)
595 -4,533 -4,758 3,340 11,213 -823 1,922 543 -2,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 11.1 38.7 50.0 47.3 94.2 97.1 5.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
55 82 91 82 79 197 196
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,437
COMMITMENTS
1,148 14,617 3,266 75,716 64,581 80,130 82,464 9,307 6,973
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,369)
-698 433 242 1,765 396 1,309 1,071 60 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 16.3 3.7 84.7 72.2 89.6 92.2 10.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 2 20 20 22 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,609
COMMITMENTS
2,737 1,242 2,529 44,187 44,390 49,453 48,161 9,156 10,448
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 2,565)
789 -124 -134 4,143 3,004 4,798 2,746 -2,233 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 2.1 4.3 75.4 75.7 84.4 82.2 15.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 1 2 23 17 25 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 124,736
COMMITMENTS
12,569 1,566 7,183 94,822 106,733 114,574 115,482 10,162 9,254
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 878)
1,251 0 -217 240 331 1,274 114 -396 764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 1.3 5.8 76.0 85.6 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 1 4 21 27 25 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,653
COMMITMENTS
20,112 7,534 6,745 47,216 59,252 74,073 73,531 9,580 10,122
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -7,323)
-4,495 -7,181 3,692 -6,127 -3,190 -6,930 -6,679 -393 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 9.0 8.1 56.4 70.8 88.5 87.9 11.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 2 18 19 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,698
COMMITMENTS
5,693 1,729 5,937 66,769 68,586 78,399 76,252 3,299 5,446
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,726)
2,738 610 -1,317 4,129 5,669 5,550 4,962 -824 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 2.1 7.3 81.7 84.0 96.0 93.3 4.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 4 19 21 23 25
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,415
COMMITMENTS
5,931 0 2,225 50,554 54,695 58,710 56,920 4,705 6,495
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 957)
-2,326 0 340 2,883 737 897 1,077 60 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 3.5 79.7 86.2 92.6 89.8 7.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 2 19 21 21 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,320
COMMITMENTS
2,142 3,467 4,864 73,657 71,436 80,663 79,767 8,657 9,553
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -7,420)
-583 2,693 -1,849 -4,053 -7,076 -6,485 -6,232 -935 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 3.9 5.4 82.5 80.0 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
1 3 3 23 26 27 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,068
COMMITMENTS
0 7,972 2,408 69,807 62,173 72,215 72,553 10,853 10,515
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -5,656)
0 825 -688 -4,207 -7,062 -4,895 -6,925 -761 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.6 2.9 84.0 74.8 86.9 87.3 13.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 22 19 24 21
DEMARC BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365L
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 36,959
COMMITMENTS
7,421 2,568 877 25,873 27,478 34,171 30,923 2,788 6,036
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 6.9 2.4 70.0 74.3 92.5 83.7 7.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 2 11 11 14 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,314
COMMITMENTS
11,634 355 6,055 52,530 62,458 70,219 68,868 6,095 7,446
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8,427)
640 0 1,561 6,834 6,746 9,035 8,307 -608 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.5 7.9 68.8 81.8 92.0 90.2 8.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 24 21 28 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,175
COMMITMENTS
1,134 15,953 6,886 100,551 80,172 108,571 103,011 9,604 15,164
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -4,365)
-4,334 2,564 560 -629 -8,082 -4,403 -4,958 38 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 13.5 5.8 85.1 67.8 91.9 87.2 8.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 3 26 25 29 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,876
COMMITMENTS
0 7,450 1,548 45,576 40,595 47,124 49,593 12,752 10,283
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -4,488)
0 -882 166 -3,231 -3,316 -3,065 -4,032 -1,423 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.4 2.6 76.1 67.8 78.7 82.8 21.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 18 18 20 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,648
COMMITMENTS
3,790 22,997 12,495 141,023 125,383 157,308 160,875 9,340 5,773
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 7,423)
-608 475 1,261 9,082 5,259 9,735 6,995 -2,312 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 13.8 7.5 84.6 75.2 94.4 96.5 5.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 6 8 38 36 46 45
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,861
COMMITMENTS
12 9,783 4,247 84,222 69,697 88,481 83,727 6,380 11,134
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 6,242)
-1,949 1,158 685 7,721 5,253 6,457 7,096 -215 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.3 4.5 88.8 73.5 93.3 88.3 6.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 4 4 22 19 26 24
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 277,340
COMMITMENTS
18,081 1,117 6,149 241,198 259,785 265,428 267,051 11,912 10,289
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,912)
4,033 524 -1,792 2,912 5,794 5,153 4,526 -1,241 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 0.4 2.2 87.0 93.7 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 2 6 38 42 45 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,462
COMMITMENTS
7,004 7,789 15,780 142,351 149,500 165,135 173,069 14,327 6,393
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 9,092)
-991 1,510 277 9,806 6,877 9,092 8,664 0 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 4.3 8.8 79.3 83.3 92.0 96.4 8.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 3 4 37 35 41 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,127
COMMITMENTS
9,762 5,679 11,306 127,931 141,836 148,999 158,821 23,128 13,306
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,794)
-1,542 1,717 2,256 3,113 2,917 3,827 6,890 967 -2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 3.3 6.6 74.3 82.4 86.6 92.3 13.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 3 5 29 33 35 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,689
COMMITMENTS
0 2,763 2,494 35,520 33,384 38,014 38,641 13,675 13,048
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,405)
0 -888 363 1,586 3,626 1,949 3,101 1,456 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 4.8 68.7 64.6 73.5 74.8 26.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 17 17 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 246,729
COMMITMENTS
29,327 6,978 21,267 181,742 207,011 232,336 235,256 14,393 11,473
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,658)
1,840 -274 -761 927 7,687 2,006 6,652 -348 -4,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 2.8 8.6 73.7 83.9 94.2 95.3 5.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 4 7 39 39 50 46
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,984
COMMITMENTS
1,372 5,972 3,368 53,716 44,823 58,456 54,163 6,528 10,821
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 2,448)
0 -430 370 2,016 2,508 2,386 2,448 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 9.2 5.2 82.7 69.0 90.0 83.3 10.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 22 21 25 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,495,244
COMMITMENTS
192,784 60,702 787,363 1483815 1630979 2463962 2479044 31,282 16,200
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,144)
1,207 13,518 -24,530 26,758 11,696 3,435 684 -291 2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 2.4 31.6 59.5 65.4 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
33 15 41 99 88 144 132
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,046,987
COMMITMENTS
130,473 320,238 164,144 747,279 558,158 1041896 1042540 5,091 4,447
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 13,039)
-968 14,355 1,047 13,301 -3,162 13,380 12,240 -341 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 30.6 15.7 71.4 53.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 15 28 37 36 68 69
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,759
COMMITMENTS
1,952 1,174 3,605 82,763 83,559 88,319 88,338 440 421
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 2,380)
-99 32 215 2,250 2,216 2,366 2,463 14 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.3 4.1 93.2 94.1 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 7 9 41 36 52 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,357
COMMITMENTS
810 0 726 15,756 16,421 17,292 17,147 65 210
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -1,071)
84 -42 -84 -1,071 -924 -1,071 -1,050 0 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.0 4.2 90.8 94.6 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 13 17 14 18
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 19,268
COMMITMENTS
1,808 0 250 16,752 18,099 18,810 18,348 458 920
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 87)
50 0 5 -51 37 4 42 83 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 0.0 1.3 86.9 93.9 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 18 19 20 21
NORTH ILL CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 13,810
COMMITMENTS
960 60 110 11,970 13,146 13,040 13,316 770 494
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 201)
0 0 0 201 213 201 213 0 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.4 0.8 86.7 95.2 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 14 17 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,373
COMMITMENTS
963 0 513 25,987 27,578 27,463 28,091 910 282
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -36)
0 0 0 -276 -36 -276 -36 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.0 1.8 91.6 97.2 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 2 23 22 26 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,026
COMMITMENTS
340 664 1,540 24,610 24,438 26,490 26,642 536 384
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -136)
-20 0 20 -176 -156 -176 -136 40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 2.5 5.7 91.1 90.4 98.0 98.6 2.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 18 15 20 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,430
COMMITMENTS
0 280 520 9,140 8,946 9,660 9,746 770 684
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8)
0 0 0 2 0 2 0 6 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 5.0 87.6 85.8 92.6 93.4 7.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 14 15 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,401,661
COMMITMENTS
194,804 121,996 630,674 1495852 1564306 2321330 2316976 80,331 84,685
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 57,082)
-1,522 5,561 -370 59,357 52,382 57,464 57,572 -383 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 5.1 26.3 62.3 65.1 96.7 96.5 3.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
123 107 171 94 100 299 315
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 17,395
COMMITMENTS
0 0 0 17,395 17,395 17,395 17,395 0 0
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 150)
0 0 0 150 150 150 150 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 70,798
COMMITMENTS
2,408 10,548 23,158 39,140 31,164 64,706 64,870 6,092 5,928
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 416)
61 -491 -477 69 273 -347 -695 763 1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 14.9 32.7 55.3 44.0 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 6 13 17 17 30 31
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 20,373
COMMITMENTS
14,074 2,201 301 3,229 17,586 17,604 20,088 2,769 285
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 268)
364 -33 -16 -198 41 150 -8 118 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 10.8 1.5 15.8 86.3 86.4 98.6 13.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
90 8 4 15 28 109 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 15,130
COMMITMENTS
10,140 1,018 166 1,828 13,072 12,134 14,256 2,996 874
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 478)
478 -86 -17 -43 191 418 88 60 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.0 6.7 1.1 12.1 86.4 80.2 94.2 19.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
43 7 2 8 28 53 37
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 224,356
COMMITMENTS
45,375 15,439 40,441 106,410 141,590 192,226 197,469 32,130 26,886
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 2,841)
-889 4,414 2,545 1,259 -4,089 2,915 2,870 -74 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 6.9 18.0 47.4 63.1 85.7 88.0 14.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
67 36 47 78 94 168 158
Updated May 11, 2007