NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,198
COMMITMENTS
1,080 875 0 3,853 3,982 4,933 4,857 265 341
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -65)
0 200 0 -55 -176 -55 24 -10 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 16.8 0.0 74.1 76.6 94.9 93.4 5.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 15 16 16 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 163,365
COMMITMENTS
25,486 15,361 26,377 85,088 93,463 136,951 135,201 26,414 28,164
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,817)
-247 -1,317 2,578 -5,270 -1,300 -2,939 -39 1,122 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 9.4 16.1 52.1 57.2 83.8 82.8 16.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 30 32 54 54 100 97
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 663,514
COMMITMENTS
53,474 82,078 268,925 260,459 277,370 582,858 628,373 80,656 35,141
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 16,596)
9,481 9,699 13,590 -3,274 -2,625 19,797 20,664 -3,201 -4,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 12.4 40.5 39.3 41.8 87.8 94.7 12.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
60 50 71 93 73 191 161
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,674
COMMITMENTS
0 387 2,245 46,292 45,543 48,537 48,175 5,137 5,499
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -2,359)
0 -849 -34 -2,614 -935 -2,648 -1,818 289 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 4.2 86.2 84.9 90.4 89.8 9.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 18 19 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,231
COMMITMENTS
7,054 2,500 2,079 44,549 49,836 53,682 54,415 8,549 7,816
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,642)
1,156 -90 -934 -7,021 -5,752 -6,799 -6,776 1,157 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 4.0 3.3 71.6 80.1 86.3 87.4 13.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 17 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,512
COMMITMENTS
1,984 439 920 92,971 95,269 95,875 96,628 13,637 12,884
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,338)
-9,983 150 -150 11,135 2,654 1,002 2,654 1,336 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 0.4 0.8 84.9 87.0 87.5 88.2 12.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 20 26 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,303
COMMITMENTS
0 1,658 0 49,669 48,805 49,669 50,463 8,634 7,840
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,522)
0 -120 0 -8,940 -6,331 -8,940 -6,451 2,418 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.8 0.0 85.2 83.7 85.2 86.6 14.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 21 16 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,031
COMMITMENTS
0 14,401 547 73,050 54,454 73,597 69,402 2,434 6,629
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,166)
0 452 -452 -3,354 -5,798 -3,806 -5,798 -360 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.9 0.7 96.1 71.6 96.8 91.3 3.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 19 16 21 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,602
COMMITMENTS
10,552 8,491 2,627 42,778 47,335 55,957 58,453 8,645 6,149
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,295)
974 286 -30 -3,839 -2,921 -2,895 -2,665 -400 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 13.1 4.1 66.2 73.3 86.6 90.5 13.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 17 19 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,669
COMMITMENTS
1,361 0 1,699 91,567 94,351 94,627 96,050 9,042 7,619
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,901)
794 0 -1,931 -7,046 -5,428 -8,183 -7,359 1,282 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 0.0 1.6 88.3 91.0 91.3 92.7 8.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 22 23 23 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,216
COMMITMENTS
9,200 0 0 61,973 72,167 71,173 72,167 9,043 8,049
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 544)
-1,320 0 0 1,600 412 280 412 264 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 0.0 0.0 77.3 90.0 88.7 90.0 11.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 21 19 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,378
COMMITMENTS
0 6,240 2,328 54,825 46,654 57,153 55,222 8,225 10,156
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,304)
0 614 176 -6,437 -4,644 -6,261 -3,854 1,957 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.5 3.6 83.9 71.4 87.4 84.5 12.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 15 22 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,914
COMMITMENTS
0 19,184 4,241 151,538 136,674 155,779 160,099 9,135 4,815
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -15,596)
0 -4,551 310 -15,099 -11,340 -14,789 -15,581 -807 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.6 2.6 91.9 82.9 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 36 32 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,069
COMMITMENTS
5,277 0 2,196 58,854 62,200 66,327 64,396 12,742 14,673
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,358)
-3,534 -2,550 809 -3,373 -5,573 -6,098 -7,314 740 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 2.8 74.4 78.7 83.9 81.4 16.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 14 16 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,736
COMMITMENTS
15,061 482 1,314 182,002 195,172 198,377 196,968 7,359 8,768
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -12,121)
3,013 -848 -341 -15,152 -10,225 -12,480 -11,414 359 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.2 0.6 88.5 94.9 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 33 37 38 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,528
COMMITMENTS
9,187 1,568 8,799 127,907 135,026 145,893 145,393 6,635 7,135
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,927)
-174 860 -1,789 -3,825 -5,087 -5,788 -6,016 -1,139 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.0 5.8 83.9 88.5 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 5 35 30 40 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,895
COMMITMENTS
2,240 4,229 3,538 131,262 129,271 137,040 137,038 9,855 9,857
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,301)
2,240 -4,130 237 -7,086 -1,276 -4,609 -5,169 -692 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 2.9 2.4 89.4 88.0 93.3 93.3 6.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 33 31 35 34
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,189
COMMITMENTS
7,985 24,239 22,596 150,343 134,564 180,924 181,399 4,265 3,790
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -7,715)
2,122 -5,581 -4,449 -4,999 1,883 -7,326 -8,147 -389 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 13.1 12.2 81.2 72.7 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 7 30 34 37 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,831
COMMITMENTS
0 0 0 46,883 39,793 46,883 39,793 4,948 12,038
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,926)
-7,272 0 0 1,402 -5,747 -5,870 -5,747 944 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 90.5 76.8 90.5 76.8 9.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,625,729
COMMITMENTS
252,055 46,014 417,822 936,544 1152154 1606421 1615990 19,308 9,739
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -35,447)
-26,915 -13,632 2,264 -15,352 -22,717 -40,003 -34,085 4,556 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.8 25.7 57.6 70.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 18 34 93 80 130 118
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 402,832
COMMITMENTS
92,636 32,154 91,705 215,173 275,566 399,514 399,425 3,318 3,407
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -18,736)
1,637 -21,606 -6,402 -13,671 16,015 -18,436 -11,993 -300 -6,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 8.0 22.8 53.4 68.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 10 21 31 29 55 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 60,302
COMMITMENTS
11,952 2,680 6,992 40,738 50,043 59,682 59,715 620 587
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,283)
-2,146 -8,728 -490 -1,732 4,744 -4,368 -4,474 85 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 4.4 11.6 67.6 83.0 99.0 99.0 1.0 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 4 8 42 38 50 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,354
COMMITMENTS
1,152 4,307 524 21,052 17,832 22,728 22,663 626 691
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,576)
-32 -4,257 -511 -1,200 3,215 -1,743 -1,553 167 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 18.4 2.2 90.1 76.4 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 25 22 29 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,210
COMMITMENTS
2,614 804 0 11,406 13,406 14,020 14,210 190 0
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -581)
-1,542 -4 -1,323 2,307 746 -558 -581 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 5.7 0.0 80.3 94.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 0 15 15 17 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,977
COMMITMENTS
1,146 2,552 0 10,223 9,425 11,369 11,977 608 0
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -763)
-92 -1,710 -83 -542 1,030 -717 -763 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 21.3 0.0 85.4 78.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,488
COMMITMENTS
3,840 4,734 302 19,718 19,104 23,860 24,140 1,628 1,348
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,212)
-20 -5,960 -110 -1,162 4,958 -1,292 -1,112 80 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 18.6 1.2 77.4 75.0 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 20 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,480
COMMITMENTS
4,730 160 620 18,035 23,254 23,385 24,034 1,095 446
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 640)
-1,780 -1,040 -670 2,974 2,304 524 594 116 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 0.7 2.5 73.7 95.0 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 28 26 31 30
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 967,908
COMMITMENTS
149,602 119,577 190,483 571,827 583,515 911,912 893,575 55,996 74,333
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 31,772)
14,444 -8,363 22,181 -3,684 10,814 32,941 24,632 -1,169 7,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 12.4 19.7 59.1 60.3 94.2 92.3 5.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
73 92 117 78 95 229 243
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,125
COMMITMENTS
11,184 2,498 1,023 1,452 12,906 13,659 16,427 3,466 698
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 715)
599 63 98 -71 562 626 723 89 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 14.6 6.0 8.5 75.4 79.8 95.9 20.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
95 7 6 12 29 112 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,103
COMMITMENTS
4,962 1,144 0 1,681 6,669 6,643 7,813 2,460 1,290
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 217)
572 172 -27 -201 455 344 600 -127 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 12.6 0.0 18.5 73.3 73.0 85.8 27.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 8 0 15 17 43 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 123,675
COMMITMENTS
24,123 9,024 8,631 76,489 95,965 109,243 113,620 14,432 10,055
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -7,475)
195 23 567 -9,589 -7,493 -8,827 -6,903 1,352 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 7.3 7.0 61.8 77.6 88.3 91.9 11.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
45 26 29 54 66 115 107
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,826
COMMITMENTS
10,335 209 645 22,378 29,437 33,358 30,291 3,468 6,535
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 5,913)
5,275 89 -402 135 1,540 5,008 1,227 905 4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 0.6 1.8 60.8 79.9 90.6 82.3 9.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 18 22 24 25
Updated April 7, 2006