NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,120
COMMITMENTS
0 900 0 3,065 1,571 3,065 2,471 55 649
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -145)
0 0 0 -115 -95 -115 -95 -30 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 28.8 0.0 98.2 50.4 98.2 79.2 1.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 12 17 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 211,038
COMMITMENTS
20,957 19,439 38,872 117,706 121,600 177,535 179,911 33,503 31,127
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -7,856)
-1,926 16 -2,922 -390 -2,827 -5,239 -5,733 -2,617 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.2 18.4 55.8 57.6 84.1 85.3 15.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 32 40 76 76 127 131
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 920,852
COMMITMENTS
41,630 89,060 413,484 385,452 381,175 840,566 883,720 80,286 37,133
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -19,174)
-3,473 -1,965 -8,222 -3,993 -4,192 -15,688 -14,379 -3,486 -4,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 9.7 44.9 41.9 41.4 91.3 96.0 8.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
51 57 82 93 86 191 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,613
COMMITMENTS
2,369 0 593 45,510 48,554 48,472 49,147 3,141 2,466
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 49)
-1,234 0 260 1,099 4 125 264 -76 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 1.1 88.2 94.1 93.9 95.2 6.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 17 19 18 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 40,316
COMMITMENTS
1,321 340 2,870 28,301 30,396 32,492 33,606 7,824 6,710
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,482)
1,196 -312 -663 155 1,936 688 961 794 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.8 7.1 70.2 75.4 80.6 83.4 19.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 14 16 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,058
COMMITMENTS
19,120 1,598 1,945 72,610 89,963 93,675 93,506 9,383 9,552
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -798)
478 -242 -1,190 -1,720 586 -2,432 -846 1,634 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 1.6 1.9 70.5 87.3 90.9 90.7 9.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 4 23 25 28 31
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,571
COMMITMENTS
2,160 3,600 0 49,361 45,222 51,521 48,822 3,050 5,749
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 3,300)
0 0 0 3,300 3,176 3,300 3,176 0 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.6 0.0 90.5 82.9 94.4 89.5 5.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 15 17 16 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,093
COMMITMENTS
0 13,039 1,333 60,497 48,609 61,830 62,981 4,263 3,112
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 784)
0 2,450 -979 1,987 -281 1,008 1,190 -224 -406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 19.7 2.0 91.5 73.5 93.5 95.3 6.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 18 17 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,785
COMMITMENTS
16,462 4,059 4,211 41,366 57,316 62,039 65,586 7,746 4,199
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 661)
1,928 434 -248 335 247 2,015 433 -1,354 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 5.8 6.0 59.3 82.1 88.9 94.0 11.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 21 20 25 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,974
COMMITMENTS
0 124 2,477 57,175 56,387 59,652 58,988 4,322 4,986
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,690)
0 40 -9 -2,526 -2,781 -2,535 -2,750 -155 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.2 3.9 89.4 88.1 93.2 92.2 6.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 20 18 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,069
COMMITMENTS
0 5,874 3,416 39,538 34,178 42,954 43,468 6,115 5,601
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -916)
0 -344 538 -1,429 388 -891 582 -25 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 7.0 80.6 69.7 87.5 88.6 12.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 17 22 19
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,762
COMMITMENTS
0 889 1,553 38,907 36,549 40,460 38,991 4,302 5,771
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 713)
0 -75 -1,067 1,754 1,829 687 687 26 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.0 3.5 86.9 81.7 90.4 87.1 9.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 14 14 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,193
COMMITMENTS
17,493 208 1,492 38,533 56,616 57,518 58,316 5,675 4,877
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -335)
-620 0 0 -278 -352 -898 -352 563 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.3 2.4 61.0 89.6 91.0 92.3 9.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 19 19 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,253
COMMITMENTS
317 1,815 3,581 44,424 33,562 48,322 38,958 6,931 16,295
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 3.3 6.5 80.4 60.7 87.5 70.5 12.5 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 16 12 18 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,775
COMMITMENTS
1,586 11,935 9,302 149,387 145,821 160,275 167,058 14,500 7,717
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,776)
0 1,493 -575 2,351 858 1,776 1,776 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 6.8 5.3 85.5 83.4 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 34 32 38 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,634
COMMITMENTS
2,956 1,707 2,196 66,574 66,240 71,726 70,143 7,908 9,491
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,943)
-392 1,707 -35 2,522 314 2,095 1,986 -152 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.1 2.8 83.6 83.2 90.1 88.1 9.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 19 20 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,268
COMMITMENTS
4,799 1,197 4,901 143,567 148,609 153,267 154,707 9,001 7,561
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 289)
-693 1,057 -997 2,289 961 599 1,021 -310 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 0.7 3.0 88.5 91.6 94.5 95.3 5.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 3 31 33 34 36
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,571
COMMITMENTS
21,826 1,234 14,684 116,421 138,782 152,931 154,700 5,640 3,871
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,333)
-800 62 833 444 493 477 1,388 856 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.8 9.3 73.4 87.5 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 7 33 30 41 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,675
COMMITMENTS
3,174 4,430 4,589 121,765 121,290 129,528 130,309 13,147 12,366
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,612)
-4,530 0 912 3,684 -216 66 696 -1,678 -2,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 3.1 3.2 85.3 85.0 90.8 91.3 9.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 2 29 28 31 30
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 154,997
COMMITMENTS
12,399 20,724 10,382 125,575 120,954 148,356 152,060 6,641 2,937
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,305)
-116 1,592 -132 2,873 877 2,625 2,337 -1,320 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.4 6.7 81.0 78.0 95.7 98.1 4.3 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 4 9 27 31 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,190
COMMITMENTS
683 15,400 2,753 56,654 37,267 60,090 55,420 3,100 7,770
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 129)
-308 1,442 -1,577 1,294 -838 -591 -973 720 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 24.4 4.4 89.7 59.0 95.1 87.7 4.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 4 16 17 21 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,430,895
COMMITMENTS
293,291 64,159 318,242 795,976 1034485 1407509 1416886 23,386 14,009
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 10,795)
-7,189 2,123 3,003 13,841 4,729 9,655 9,855 1,140 940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 4.5 22.2 55.6 72.3 98.4 99.0 1.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 13 36 89 78 128 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 327,342
COMMITMENTS
79,316 100,560 80,149 164,573 144,900 324,038 325,609 3,304 1,733
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 12,077)
2,989 4,071 2,838 5,512 5,008 11,339 11,917 738 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 30.7 24.5 50.3 44.3 99.0 99.5 1.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 7 15 33 29 54 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,420
COMMITMENTS
22,595 6,401 17,492 48,149 64,381 88,235 88,273 185 147
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 1,684)
186 -1,133 256 1,179 2,637 1,620 1,760 64 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 7.2 19.8 54.5 72.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 3 11 40 41 51 52
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,182
COMMITMENTS
1,650 5,687 3,025 21,486 16,961 26,161 25,673 21 509
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -335)
-3,085 -120 1,070 1,680 -1,285 -335 -335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 21.7 11.6 82.1 64.8 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 6 6 23 24 30 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,767
COMMITMENTS
4,572 2,786 703 8,238 10,278 13,513 13,767 254 0
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 121)
2,400 -2,104 111 -2,304 2,200 207 207 -86 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 20.2 5.1 59.8 74.7 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 18 11 22 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,096
COMMITMENTS
3,800 6,610 1,974 19,222 16,332 24,996 24,916 100 180
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -156)
-620 1,830 -652 1,116 -1,374 -156 -196 0 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 26.3 7.9 76.6 65.1 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 6 23 21 29 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,744
COMMITMENTS
9,910 740 1,270 10,690 20,204 21,870 22,214 874 530
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 342)
-132 -120 20 314 302 202 202 140 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 3.3 5.6 47.0 88.8 96.2 97.7 3.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 23 26 27 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,595
COMMITMENTS
80 432 1,552 9,670 9,311 11,302 11,295 293 300
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 320)
-168 32 208 260 40 300 280 20 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 3.7 13.4 83.4 80.3 97.5 97.4 2.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 4 3 15 13 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,417,287
COMMITMENTS
135,066 83,036 389,751 828,556 870,403 1353373 1343191 63,914 74,096
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -74,772)
-3,187 -1,140 -51,849 -7,605 -6,617 -62,641 -59,607 -12,132 -15,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 5.9 27.5 58.5 61.4 95.5 94.8 4.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
94 70 109 76 82 210 228
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,286
COMMITMENTS
7,292 1,511 105 3,645 12,381 11,042 13,997 3,244 289
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 95)
284 -74 -239 36 572 81 259 14 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 10.6 0.7 25.5 86.7 77.3 98.0 22.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
67 8 2 19 25 88 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,700
COMMITMENTS
6,391 768 337 1,335 8,590 8,063 9,695 2,637 1,005
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,241)
-1,722 115 285 126 -1,127 -1,311 -727 70 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 7.2 3.1 12.5 80.3 75.4 90.6 24.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
24 8 6 8 20 36 31
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,403
COMMITMENTS
31,004 10,493 23,293 95,157 119,035 149,454 152,821 15,949 12,583
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,370)
-465 2,037 -3,396 5,047 1,172 1,186 -187 -2,556 -1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.3 14.1 57.5 72.0 90.4 92.4 9.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
40 21 31 68 76 119 117
Updated December 23, 2005