NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,568
COMMITMENTS
960 175 0 3,443 4,013 4,403 4,188 165 380
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -612)
0 -875 0 -569 382 -569 -493 -43 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 3.8 0.0 75.4 87.9 96.4 91.7 3.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 16 17 17 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 173,526
COMMITMENTS
24,841 22,190 22,543 99,559 93,979 146,943 138,712 26,583 34,814
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 11,124)
524 -2,909 4,767 1,196 4,573 6,487 6,431 4,637 4,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 12.8 13.0 57.4 54.2 84.7 79.9 15.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 37 35 54 57 101 112
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 617,846
COMMITMENTS
34,002 75,868 238,050 269,027 272,859 541,079 586,777 76,767 31,069
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 10,228)
-315 2,382 -1,031 7,262 6,082 5,916 7,433 4,312 2,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.3 38.5 43.5 44.2 87.6 95.0 12.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
56 52 75 91 75 193 163
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,424
COMMITMENTS
0 1,036 1,907 44,791 42,489 46,698 45,432 4,726 5,992
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,692)
-353 1,036 44 -1,411 -1,963 -1,720 -883 28 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.0 3.7 87.1 82.6 90.8 88.3 9.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 17 17 18 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,321
COMMITMENTS
3,599 5,187 1,952 46,922 44,972 52,473 52,111 7,848 8,210
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,404)
2 -339 191 -2,401 -2,939 -2,208 -3,087 804 1,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 8.6 3.2 77.8 74.6 87.0 86.4 13.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 3 17 16 22 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 96,314
COMMITMENTS
8,767 2,353 1,926 72,744 80,525 83,437 84,804 12,877 11,510
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -6,892)
-1,383 -403 -682 -8,915 -7,749 -10,980 -8,834 4,088 1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 2.4 2.0 75.5 83.6 86.6 88.0 13.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 2 2 23 21 26 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,459
COMMITMENTS
0 1,654 0 58,394 57,080 58,394 58,734 7,065 6,725
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 3,293)
-248 910 0 2,867 4,239 2,619 5,149 674 -1,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.5 0.0 89.2 87.2 89.2 89.7 10.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 17 19 17 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,155
COMMITMENTS
0 9,785 399 71,356 57,815 71,755 67,999 2,400 6,156
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -3,501)
0 -1,143 -177 -4,043 -6,353 -4,220 -7,673 719 4,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.2 0.5 96.2 78.0 96.8 91.7 3.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 20 15 21 17
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,249
COMMITMENTS
10,734 8,205 2,112 44,899 48,893 57,745 59,210 8,504 7,039
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -5,937)
2,225 -62 -715 -7,093 -6,006 -5,583 -6,783 -354 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 12.4 3.2 67.8 73.8 87.2 89.4 12.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 17 18 21 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,282
COMMITMENTS
0 7,800 1,629 95,699 86,990 97,328 96,419 8,954 9,863
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,129)
0 3,450 -880 -898 -3,663 -1,778 -1,093 649 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.3 1.5 90.0 81.8 91.6 90.7 8.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 23 22 24 23
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,290
COMMITMENTS
19,260 0 0 43,723 65,686 62,983 65,686 9,307 6,604
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 4,828)
-99 0 -552 2,900 4,227 2,249 3,675 2,579 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 0.0 0.0 60.5 90.9 87.1 90.9 12.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 0 13 19 14 19
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,883
COMMITMENTS
1,684 950 3,162 53,490 51,708 58,336 55,820 9,547 12,063
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,087)
-2,021 -137 1,021 -1,557 -3,674 -2,557 -2,790 1,470 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 1.4 4.7 78.8 76.2 85.9 82.2 14.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 20 15 22 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,607
COMMITMENTS
0 22,997 2,112 150,512 134,528 152,624 159,637 12,983 5,970
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -10,476)
-884 -712 -1,745 -10,355 -9,836 -12,984 -12,293 2,508 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.9 1.3 90.9 81.2 92.2 96.4 7.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 3 2 34 31 36 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,225
COMMITMENTS
15,782 0 520 52,724 70,270 69,026 70,790 13,199 11,435
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,262)
4,296 -1,973 -1,227 -7,621 -2,934 -4,552 -6,134 3,290 4,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 0.0 0.6 64.1 85.5 83.9 86.1 16.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 1 13 15 15 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,426
COMMITMENTS
7,691 1,330 2,968 186,002 192,468 196,661 196,766 8,765 8,660
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -5,401)
1,779 507 -1,350 -4,187 -6,953 -3,758 -7,796 -1,643 2,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.6 1.4 90.5 93.7 95.7 95.8 4.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 4 34 36 39 40
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,159
COMMITMENTS
11,681 1,152 9,008 125,700 131,260 146,389 141,420 5,770 10,739
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -10,972)
-3,199 -1,896 204 -7,983 -11,975 -10,978 -13,667 6 2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 0.8 5.9 82.6 86.3 96.2 92.9 3.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 5 31 26 37 31
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,173
COMMITMENTS
9,080 5,232 1,206 124,865 124,433 135,151 130,871 11,022 15,302
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -8,599)
5,725 -37 -2,537 -14,770 -5,920 -11,582 -8,494 2,983 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 3.6 0.8 85.4 85.1 92.5 89.5 7.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 2 2 28 29 30 32
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,067
COMMITMENTS
5,287 34,204 22,789 153,668 127,013 181,744 184,006 5,323 3,061
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -10,813)
-838 -281 -2,562 -6,330 -8,443 -9,730 -11,286 -1,083 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 18.3 12.2 82.1 67.9 97.2 98.4 2.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 4 7 27 32 35 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,351
COMMITMENTS
3,604 0 0 37,867 33,082 41,471 33,082 4,880 13,269
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -6,648)
-1,240 -3,019 0 -6,480 -7,819 -7,720 -10,838 1,072 4,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 81.7 71.4 89.5 71.4 10.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 13 14 15 14
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,549,479
COMMITMENTS
233,101 27,449 421,127 875,410 1090333 1529638 1538909 19,841 10,570
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 68,736)
-13,443 2,929 33,580 47,240 35,380 67,377 71,889 1,359 -3,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 1.8 27.2 56.5 70.4 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
27 14 35 87 77 126 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 326,264
COMMITMENTS
67,448 28,895 86,756 166,333 206,872 320,537 322,523 5,727 3,741
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 19,650)
-866 4,842 4,376 14,730 9,610 18,240 18,828 1,410 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 8.9 26.6 51.0 63.4 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 9 19 29 26 49 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 65,078
COMMITMENTS
14,848 11,218 7,282 42,109 45,778 64,239 64,278 839 800
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 50)
-30 960 -140 200 -810 30 10 20 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 17.2 11.2 64.7 70.3 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 4 8 43 38 52 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,112
COMMITMENTS
1,230 7,463 1,181 19,974 13,530 22,385 22,174 727 938
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,911)
-80 -596 -64 -1,791 -1,231 -1,935 -1,891 24 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 32.3 5.1 86.4 58.5 96.9 95.9 3.1 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 4 5 22 19 27 25
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,935
COMMITMENTS
3,571 728 1,367 7,784 10,541 12,722 12,636 213 299
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,000)
260 -240 -340 -880 -719 -960 -1,299 -40 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 5.6 10.6 60.2 81.5 98.4 97.7 1.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 2 1 12 13 15 16
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,785
COMMITMENTS
1,238 4,262 105 9,788 7,418 11,131 11,785 654 0
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -565)
-160 -25 0 -365 -540 -525 -565 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 36.2 0.9 83.1 62.9 94.5 100.0 5.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 11 10 13 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,920
COMMITMENTS
3,880 10,314 452 19,280 12,986 23,612 23,752 1,308 1,168
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,578)
-180 100 -416 -1,162 -1,282 -1,758 -1,598 180 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 41.4 1.8 77.4 52.1 94.8 95.3 5.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 5 20 19 26 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,806
COMMITMENTS
7,110 1,650 810 13,927 19,896 21,847 22,356 959 450
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -926)
-70 230 80 -1,074 -1,234 -1,064 -924 138 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 7.2 3.6 61.1 87.2 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 27 24 31 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,694
COMMITMENTS
540 906 1,164 10,306 10,204 12,010 12,274 684 420
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -392)
-100 4 -60 -400 -296 -560 -352 168 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 7.1 9.2 81.2 80.4 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 11 16 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 966,478
COMMITMENTS
125,295 144,421 146,815 629,460 604,761 901,570 895,997 64,908 70,481
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 24,862)
4,683 -1,842 -258 19,800 30,035 24,225 27,935 637 -3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 14.9 15.2 65.1 62.6 93.3 92.7 6.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
69 89 99 85 89 217 226
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,751
COMMITMENTS
8,525 1,791 513 2,861 12,850 11,899 15,154 3,852 597
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,154)
301 88 -393 -1,428 -1,167 -1,520 -1,472 366 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 11.4 3.3 18.2 81.6 75.5 96.2 24.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
83 7 8 17 26 108 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,768
COMMITMENTS
4,467 1,107 97 1,767 6,181 6,331 7,385 2,437 1,383
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 192)
165 -62 -137 215 155 243 -44 -51 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 12.6 1.1 20.2 70.5 72.2 84.2 27.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
20 8 2 12 17 33 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 151,366
COMMITMENTS
29,103 18,275 11,597 94,348 106,124 135,048 135,996 16,318 15,370
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,105)
-2,775 117 1,462 1,936 -2,026 623 -447 482 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 12.1 7.7 62.3 70.1 89.2 89.8 10.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 31 42 67 78 134 138
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 25,650
COMMITMENTS
3,644 0 801 18,884 22,285 23,329 23,086 2,321 2,564
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 3,489)
114 0 451 2,002 2,075 2,567 2,526 922 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 0.0 3.1 73.6 86.9 91.0 90.0 9.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 14 20 19 23
Updated March 10, 2006