NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,478
COMMITMENTS
1,080 1,180 0 3,509 3,910 4,589 5,090 889 388
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 125)
0 0 0 75 125 75 125 50 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 21.5 0.0 64.1 71.4 83.8 92.9 16.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 14 21 15 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 170,425
COMMITMENTS
22,115 15,955 19,441 98,685 110,332 140,241 145,728 30,184 24,697
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 5,052)
-3,472 -13 -945 10,598 3,320 6,181 2,362 -1,129 2,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 9.4 11.4 57.9 64.7 82.3 85.5 17.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 21 27 58 61 103 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 849,467
COMMITMENTS
96,536 87,377 332,574 349,076 392,802 778,186 812,753 71,281 36,714
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 12,652)
6,172 -7,176 4,830 2,051 14,413 13,053 12,067 -401 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 10.3 39.2 41.1 46.2 91.6 95.7 8.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
69 62 84 93 73 203 182
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,933
COMMITMENTS
1,126 9,798 4,757 58,083 52,557 63,966 67,112 7,967 4,821
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,783)
713 0 -522 1,910 3,396 2,101 2,874 682 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 13.6 6.6 80.7 73.1 88.9 93.3 11.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,936
COMMITMENTS
4,114 3,743 4,145 41,135 41,838 49,394 49,726 7,542 7,210
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,168)
920 310 0 186 796 1,106 1,106 62 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 6.6 7.3 72.2 73.5 86.8 87.3 13.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 21 17 26 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,667
COMMITMENTS
9,970 0 0 105,237 114,191 115,207 114,191 12,460 13,476
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -213)
2,572 -744 -615 -3,283 -869 -1,326 -2,228 1,113 2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 0.0 0.0 82.4 89.4 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 24 24 27 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,037
COMMITMENTS
11,984 2,952 0 66,885 73,413 78,869 76,365 6,168 8,672
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,625)
0 2,952 0 4,323 2,283 4,323 5,235 302 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 3.5 0.0 78.7 86.3 92.7 89.8 7.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 21 24 22 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,255
COMMITMENTS
1,044 12,457 3,735 74,611 60,405 79,390 76,597 3,865 6,658
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 900)
0 -2,096 465 40 1,817 505 186 395 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 15.0 4.5 89.6 72.6 95.4 92.0 4.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 17 16 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,294
COMMITMENTS
7,877 10,336 2,110 49,735 45,208 59,722 57,654 4,572 6,640
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 738)
-62 0 0 800 436 738 436 0 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 16.1 3.3 77.4 70.3 92.9 89.7 7.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 20 21 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,318
COMMITMENTS
0 2,331 4,955 87,253 87,743 92,208 95,029 11,110 8,289
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,212)
0 -4,778 2,303 -1,414 4,508 889 2,033 1,323 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.3 4.8 84.5 84.9 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 27 31 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,048
COMMITMENTS
3,279 5,696 317 32,694 33,894 36,290 39,907 7,758 4,141
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 649)
0 1,067 -115 -178 -458 -293 494 942 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 12.9 0.7 74.2 76.9 82.4 90.6 17.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 16 18 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 102,449
COMMITMENTS
9,474 0 1,488 80,694 93,312 91,656 94,800 10,793 7,649
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,186)
3,076 0 0 -2,158 1,154 918 1,154 1,268 1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 1.5 78.8 91.1 89.5 92.5 10.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 26 27 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,010
COMMITMENTS
0 7,234 5,600 68,669 63,078 74,269 75,912 7,741 6,098
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,757)
0 1,911 -794 3,551 1,489 2,757 2,606 0 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.8 6.8 83.7 76.9 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 27 24 29 27
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,488
COMMITMENTS
0 85 4,902 45,640 46,844 50,542 51,831 10,946 9,657
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,263)
-4,119 85 2,526 4,904 -203 3,311 2,408 -1,048 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 8.0 74.2 76.2 82.2 84.3 17.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 17 19 18 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,437
COMMITMENTS
1,627 18,884 11,798 164,170 149,334 177,595 180,016 7,842 5,421
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 10,890)
0 1,517 5,504 5,295 3,262 10,799 10,283 91 607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 10.2 6.4 88.5 80.5 95.8 97.1 4.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 36 29 40 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,815
COMMITMENTS
10,787 2,114 1,898 62,600 69,856 75,285 73,868 11,530 12,947
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,343)
3,445 0 -919 -1,436 759 1,090 -160 1,253 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 2.4 2.2 72.1 80.5 86.7 85.1 13.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 20 24 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,087
COMMITMENTS
248 7,870 0 64,119 53,771 64,367 61,641 1,720 4,446
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 806)
248 -868 0 558 248 806 -620 0 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 11.9 0.0 97.0 81.4 97.4 93.3 2.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 14 16 15 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 268,186
COMMITMENTS
20,098 2,270 1,483 236,019 261,431 257,600 265,184 10,586 3,002
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,502)
-231 -124 -36 990 1,726 723 1,566 779 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.8 0.6 88.0 97.5 96.1 98.9 3.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 40 44 47 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,068
COMMITMENTS
13,628 3,798 4,768 124,811 136,108 143,207 144,674 8,861 7,394
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,288)
558 0 -696 2,098 2,248 1,960 1,552 328 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 2.5 3.1 82.1 89.5 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 2 3 35 33 39 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,416
COMMITMENTS
8,844 1,770 3,411 133,630 136,911 145,885 142,092 9,531 13,324
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,028)
957 -120 -207 3,581 4,114 4,331 3,787 -303 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 1.1 2.2 86.0 88.1 93.9 91.4 6.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 37 33 39 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,055
COMMITMENTS
15,704 37,027 9,200 149,400 125,027 174,304 171,254 6,751 9,801
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 7,049)
968 2,090 -8 5,125 3,717 6,085 5,799 964 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 20.5 5.1 82.5 69.1 96.3 94.6 3.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 3 7 30 32 39 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,127
COMMITMENTS
0 2,565 370 56,009 47,365 56,379 50,300 3,748 9,827
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,097)
0 821 0 3,819 1,886 3,819 2,707 -1,722 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.3 0.6 93.2 78.8 93.8 83.7 6.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 20 20 21 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,567,649
COMMITMENTS
532,404 79,396 738,224 1285560 1740789 2556188 2558409 11,461 9,240
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 24,963)
-3,618 14,645 12,104 20,930 1,698 29,416 28,447 -4,453 -3,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 3.1 28.8 50.1 67.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
27 15 38 99 81 139 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 530,529
COMMITMENTS
69,791 54,378 163,136 295,395 311,379 528,322 528,893 2,207 1,636
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 23,619)
7,495 14,692 5,219 12,620 5,518 25,334 25,429 -1,715 -1,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.2 30.7 55.7 58.7 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 12 22 33 31 58 56
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 52,832
COMMITMENTS
10,397 3,072 6,202 35,337 42,958 51,936 52,232 896 600
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -367)
-330 0 0 -138 -348 -468 -348 101 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 5.8 11.7 66.9 81.3 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 5 6 39 37 47 46
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,717
COMMITMENTS
1,240 4,148 296 23,055 19,870 24,591 24,314 126 403
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 252)
0 0 0 126 252 126 252 126 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 16.8 1.2 93.3 80.4 99.5 98.4 0.5 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 25 26 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,172
COMMITMENTS
3,053 512 0 12,119 14,660 15,172 15,172 0 0
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 40)
0 -86 0 126 212 126 126 -86 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 3.4 0.0 79.9 96.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 0 17 17 20 18
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,340
COMMITMENTS
1,020 2,433 0 12,770 11,844 13,790 14,277 550 63
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 235)
0 178 0 172 172 172 350 63 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 17.0 0.0 89.1 82.6 96.2 99.6 3.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 13 11 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,320
COMMITMENTS
2,980 4,706 346 20,604 18,988 23,930 24,040 390 280
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 32)
0 0 0 32 32 32 32 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.4 1.4 84.7 78.1 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 21 21 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,420
COMMITMENTS
3,240 140 440 22,179 26,434 25,859 27,014 1,561 406
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -102)
-80 0 0 60 -110 -20 -110 -82 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.5 1.6 80.9 96.4 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 23 25 26 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,582
COMMITMENTS
460 380 1,096 11,332 11,666 12,888 13,142 694 440
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.8 8.1 83.4 85.9 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,044,276
COMMITMENTS
173,067 135,515 220,553 597,343 621,997 990,963 978,065 53,313 66,211
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 144)
-6,746 -418 -3,630 21,757 9,010 11,381 4,962 -11,237 -4,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 13.0 21.1 57.2 59.6 94.9 93.7 5.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
94 89 112 86 94 248 239
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 22,377
COMMITMENTS
12,025 12,624 2,122 0 0 14,147 14,746 8,230 7,631
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,266)
254 1,505 2,122 0 -1,032 2,376 2,595 -110 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 56.4 9.5 0.0 0.0 63.2 65.9 36.8 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
17 10 10 0 0 22 15
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,355
COMMITMENTS
7,810 2,215 788 2,678 10,427 11,276 13,430 3,079 925
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -1,159)
-1,208 -85 -182 77 -1,255 -1,313 -1,522 154 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.4 15.4 5.5 18.7 72.6 78.6 93.6 21.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
56 9 7 20 23 81 36
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,614
COMMITMENTS
3,619 3,164 0 2,491 4,045 6,110 7,209 2,504 1,405
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -291)
-460 966 -72 310 -1,446 -222 -552 -69 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 36.7 0.0 28.9 47.0 70.9 83.7 29.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
21 4 0 14 18 35 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 91,171
COMMITMENTS
18,076 7,343 7,333 51,578 67,018 76,987 81,694 14,184 9,477
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -903)
-4,494 137 1,802 2,963 -3,011 271 -1,072 -1,174 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 8.1 8.0 56.6 73.5 84.4 89.6 15.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
40 17 27 49 66 103 100
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 48,232
COMMITMENTS
8,772 0 2,464 32,860 41,857 44,096 44,321 4,136 3,911
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,225)
1,115 -226 -627 456 1,888 944 1,035 1,281 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 0.0 5.1 68.1 86.8 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 0 6 29 36 38 42
Updated June 16, 2006