NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,151
COMMITMENTS
660 750 0 3,371 2,847 4,031 3,597 120 554
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -399)
0 0 0 -276 -431 -276 -431 -123 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 18.1 0.0 81.2 68.6 97.1 86.7 2.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 16 14 17 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 159,244
COMMITMENTS
24,050 20,072 19,092 90,642 91,723 133,784 130,887 25,460 28,357
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,267)
-2,161 1,105 2,060 -3,579 -10,547 -3,680 -7,382 -1,587 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 12.6 12.0 56.9 57.6 84.0 82.2 16.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
28 39 38 61 57 110 114
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 558,073
COMMITMENTS
53,103 92,870 180,408 256,793 258,967 490,304 532,245 67,769 25,828
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 24,861)
-513 2,825 6,059 15,395 18,937 20,941 27,821 3,920 -2,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 16.6 32.3 46.0 46.4 87.9 95.4 12.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
53 51 73 96 74 193 160
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,058
COMMITMENTS
0 479 1,965 43,060 42,084 45,025 44,528 4,033 4,530
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -674)
-509 479 881 -1,021 -4,816 -649 -3,456 -25 2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.0 4.0 87.8 85.8 91.8 90.8 8.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 17 16 18 17
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,227
COMMITMENTS
396 3,015 2,423 46,380 42,202 49,199 47,640 6,028 7,587
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 3,182)
369 1,521 -275 2,790 204 2,884 1,450 298 1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.5 4.4 84.0 76.4 89.1 86.3 10.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 2 16 19 18 22
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,424
COMMITMENTS
10,150 2,576 2,788 82,691 89,151 95,629 94,515 8,795 9,909
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,684)
-1,045 -792 864 -5,610 -6,190 -5,791 -6,118 107 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 2.5 2.7 79.2 85.4 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 2 29 27 32 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,967
COMMITMENTS
248 744 0 54,638 50,394 54,886 51,138 5,081 8,829
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 1,242)
-1,168 -1,616 0 726 402 -442 -1,214 1,684 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 1.2 0.0 91.1 84.0 91.5 85.3 8.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 0 18 22 19 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,188
COMMITMENTS
0 7,138 3,384 66,937 59,858 70,321 70,380 1,867 1,808
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,338)
0 -3,458 309 -4,907 -2,681 -4,598 -5,830 -740 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 4.7 92.7 82.9 97.4 97.5 2.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 4 3 20 20 23 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,107
COMMITMENTS
7,393 6,772 2,720 49,118 55,858 59,231 65,350 10,876 4,757
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -2,017)
-1,559 2,684 305 -1,159 -5,132 -2,413 -2,143 396 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 9.7 3.9 70.1 79.7 84.5 93.2 15.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 3 18 23 21 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,692
COMMITMENTS
0 5,941 1,908 85,145 79,395 87,053 87,244 7,639 7,448
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 382)
0 2,599 -2,854 2,668 383 -186 128 568 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 2.0 89.9 83.8 91.9 92.1 8.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 26 22 27
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,679
COMMITMENTS
0 4,093 2,064 33,370 34,299 35,434 40,456 7,245 2,223
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -3,790)
0 -838 330 -3,679 -3,130 -3,349 -3,638 -441 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.6 4.8 78.2 80.4 83.0 94.8 17.0 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 19 17 21 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,021
COMMITMENTS
19,545 166 1,068 26,355 48,242 46,968 49,476 7,053 4,545
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -3,219)
6 -302 190 -3,430 -3,655 -3,234 -3,767 15 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 0.3 2.0 48.8 89.3 86.9 91.6 13.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 15 20 18 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,833
COMMITMENTS
547 1,651 1,807 51,375 46,653 53,729 50,111 7,104 10,722
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,671)
547 -2,529 -435 -6,153 -2,286 -6,041 -5,250 370 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 2.7 3.0 84.5 76.7 88.3 82.4 11.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 22 17 24 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,765
COMMITMENTS
0 3,142 1,085 40,137 43,284 41,222 47,511 10,543 4,254
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -4,075)
0 -1,995 122 -3,583 -239 -3,461 -2,112 -614 -1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.1 2.1 77.5 83.6 79.6 91.8 20.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 16 18 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,896
COMMITMENTS
406 21,671 3,443 143,687 129,294 147,536 154,408 11,360 4,488
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -12,690)
-560 -4,414 1,141 -12,005 -8,837 -11,424 -12,110 -1,266 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 13.6 2.2 90.4 81.4 92.9 97.2 7.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 3 37 31 40 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,423
COMMITMENTS
13,286 1,973 415 59,564 71,681 73,265 74,069 7,158 6,354
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -4,107)
1,604 56 -1,432 -3,402 -1,953 -3,230 -3,329 -877 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 2.5 0.5 74.1 89.1 91.1 92.1 8.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 18 20 21 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 186,715
COMMITMENTS
7,405 1,369 4,136 168,170 176,096 179,711 181,601 7,004 5,114
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,244)
2,029 -1,437 -1,048 -3,045 -1,501 -2,064 -3,986 -3,180 -1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 0.7 2.2 90.1 94.3 96.2 97.3 3.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 1 5 39 38 44 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,695
COMMITMENTS
15,507 4,460 14,141 125,757 135,179 155,405 153,780 5,290 6,915
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 978)
1,740 -104 -34 1,420 1,345 3,126 1,207 -2,148 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 2.8 8.8 78.3 84.1 96.7 95.7 3.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 6 34 28 40 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,364
COMMITMENTS
5,554 2,517 3,336 122,882 121,665 131,772 127,518 9,592 13,846
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -2,899)
5,092 -951 -3,463 -1,925 3,116 -296 -1,298 -2,603 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 1.8 2.4 86.9 86.1 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 29 30 31 32
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,376
COMMITMENTS
9,184 22,466 22,204 127,374 120,388 158,762 165,058 8,614 2,318
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 267)
-5,728 5,129 2,924 2,149 -6,723 -655 1,330 922 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 13.4 13.3 76.1 71.9 94.9 98.6 5.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 3 7 29 33 36 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,154
COMMITMENTS
4,844 2,893 155 39,855 37,394 44,854 40,442 4,300 8,712
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -8,028)
-2,940 -2,267 99 -5,854 -5,185 -8,695 -7,353 667 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.9 0.3 81.1 76.1 91.3 82.3 8.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 1 16 17 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,406,365
COMMITMENTS
270,475 66,564 299,683 813,679 1028181 1383837 1394428 22,528 11,937
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 49,645)
7,184 -1,835 14,994 27,959 37,579 50,137 50,738 -492 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 4.7 21.3 57.9 73.1 98.4 99.2 1.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
26 10 30 86 77 120 109
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 298,033
COMMITMENTS
78,750 46,593 64,252 151,705 184,256 294,707 295,101 3,326 2,932
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,524)
11,640 -3,399 -7,509 921 15,886 5,052 4,978 -528 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 15.6 21.6 50.9 61.8 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 8 18 28 26 49 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 69,677
COMMITMENTS
16,733 8,797 10,278 41,437 49,465 68,448 68,540 1,229 1,137
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -1,400)
-2,666 537 -1,862 3,058 -272 -1,470 -1,597 70 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 12.6 14.8 59.5 71.0 98.2 98.4 1.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 4 9 43 41 53 50
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,801
COMMITMENTS
2,428 7,950 1,267 19,873 14,096 23,568 23,313 233 488
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -1,783)
-906 930 -364 -492 -1,304 -1,762 -738 -21 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 33.4 5.3 83.5 59.2 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 4 5 22 24 28 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,721
COMMITMENTS
2,122 1,432 579 8,299 9,242 11,000 11,253 721 468
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -319)
-782 -212 -333 836 224 -279 -321 -40 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 12.2 4.9 70.8 78.8 93.8 96.0 6.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 17 12 20 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,642
COMMITMENTS
4,210 9,454 978 18,306 13,082 23,494 23,514 1,148 1,128
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -2,194)
-340 -58 -446 -1,408 -1,410 -2,194 -1,914 0 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 38.4 4.0 74.3 53.1 95.3 95.4 4.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 5 5 24 22 30 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 20,702
COMMITMENTS
7,610 1,320 550 11,819 18,182 19,979 20,052 723 650
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -894)
-690 840 -640 290 -1,088 -1,040 -888 146 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 6.4 2.7 57.1 87.8 96.5 96.9 3.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 2 4 29 25 33 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,340
COMMITMENTS
640 652 1,464 9,720 9,784 11,824 11,900 516 440
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -666)
-80 -4 0 -603 -642 -683 -646 17 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 5.3 11.9 78.8 79.3 95.8 96.4 4.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 16 18 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 941,180
COMMITMENTS
137,673 138,212 152,145 581,157 586,702 870,975 877,059 70,205 64,121
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -9,832)
-19,330 1,179 3,984 3,772 -15,457 -11,574 -10,294 1,742 462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 14.7 16.2 61.7 62.3 92.5 93.2 7.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
75 88 98 83 95 227 226
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,206
COMMITMENTS
8,380 1,665 664 2,816 13,290 11,860 15,619 4,346 587
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 267)
281 -3 -266 -124 391 -109 122 376 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 10.3 4.1 17.4 82.0 73.2 96.4 26.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
81 5 8 17 29 104 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,384
COMMITMENTS
7,170 1,278 149 1,398 8,599 8,717 10,026 2,667 1,358
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -302)
-602 164 22 220 -693 -360 -507 58 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 11.2 1.3 12.3 75.5 76.6 88.1 23.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
30 9 2 9 20 39 31
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 02/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 157,229
COMMITMENTS
39,613 9,803 12,311 89,407 122,872 141,331 144,986 15,898 12,243
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 5,683)
2,027 2,618 2,790 1,034 -3,384 5,851 2,024 -168 3,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 6.2 7.8 56.9 78.1 89.9 92.2 10.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
56 17 36 65 73 131 121
Updated February 10, 2006