NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 183,429
COMMITMENTS
21,652 20,494 33,412 100,099 99,320 155,163 153,226 28,266 30,203
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -5,167)
-3,794 724 2,948 -2,453 -10,946 -3,299 -7,274 -1,868 2,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 11.2 18.2 54.6 54.1 84.6 83.5 15.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
29 42 42 61 60 114 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED 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: 934,180
COMMITMENTS
50,007 85,188 413,115 397,192 403,385 860,313 901,689 73,866 32,491
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 62,215)
3,477 -2,186 25,348 30,742 40,145 59,566 63,307 2,649 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.1 44.2 42.5 43.2 92.1 96.5 7.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
53 61 88 101 90 207 190
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 84,888
COMMITMENTS
16,823 8,422 16,051 50,784 59,278 83,659 83,751 1,229 1,137
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 47)
-2,749 356 -1,367 4,093 861 -23 -150 70 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 9.9 18.9 59.8 69.8 98.6 98.7 1.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 6 9 43 42 53 53
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 1,577,802
COMMITMENTS
147,795 93,488 453,852 894,962 959,158 1496609 1506498 81,193 71,305
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 22,632)
-20,840 6,738 18,530 22,791 -262 20,481 25,007 2,151 -2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 5.9 28.8 56.7 60.8 94.9 95.5 5.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
102 92 132 87 100 261 264
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 11,387
COMMITMENTS
7,167 1,278 152 1,398 8,599 8,717 10,029 2,670 1,358
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: -303)
-605 164 25 220 -693 -360 -504 57 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 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)
29 10 2 9 20 39 31
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED 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: 182,462
COMMITMENTS
38,572 9,407 29,665 95,617 128,504 163,854 167,576 18,608 14,886
CHANGES FROM 01/31/06 (CHANGE IN OPEN INTEREST: 4,659)
1,021 3,166 2,610 1,891 -4,114 5,523 1,663 -863 2,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 5.2 16.3 52.4 70.4 89.8 91.8 10.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
54 22 44 67 77 137 132
Updated February 10, 2006