NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,263
COMMITMENTS
1,080 675 0 3,908 4,158 4,988 4,833 275 430
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 255)
120 25 0 85 180 205 205 50 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.8 0.0 74.3 79.0 94.8 91.8 5.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 0 18 17 19 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,507
COMMITMENTS
25,728 18,743 31,899 99,768 102,766 157,395 153,408 28,112 32,099
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -9,668)
2,119 -1,084 -3,412 -7,831 -3,807 -9,124 -8,303 -544 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.1 17.2 53.8 55.4 84.8 82.7 15.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
26 33 37 56 57 106 106
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 937,301
COMMITMENTS
46,754 74,040 430,522 369,893 388,377 847,170 892,940 90,131 44,361
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -59,171)
251 -444 -37,511 -24,029 -24,126 -61,289 -62,080 2,117 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 7.9 45.9 39.5 41.4 90.4 95.3 9.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
63 51 82 92 78 198 171
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,033
COMMITMENTS
0 1,236 2,279 48,906 46,478 51,185 49,993 4,848 6,040
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 839)
0 -36 -272 958 1,007 686 699 153 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 4.1 87.3 82.9 91.3 89.2 8.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 17 19 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,873
COMMITMENTS
5,898 2,590 3,013 51,570 55,588 60,481 61,191 7,392 6,682
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 194)
-810 120 486 1,138 686 814 1,292 -620 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 3.8 4.4 76.0 81.9 89.1 90.2 10.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 1 3 19 20 24 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,174
COMMITMENTS
11,967 289 1,070 81,836 92,615 94,873 93,974 12,301 13,200
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 466)
600 -2,064 -856 297 1,790 41 -1,130 425 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 0.3 1.0 76.4 86.4 88.5 87.7 11.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 27 22 30 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,825
COMMITMENTS
0 1,778 0 58,609 55,136 58,609 56,914 6,216 7,911
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -6,571)
0 0 0 -6,967 -7,059 -6,967 -7,059 396 488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 90.4 85.1 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 0 17 22 17 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,197
COMMITMENTS
0 13,949 999 76,404 60,252 77,403 75,200 2,794 4,997
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,037)
0 1,107 298 587 -426 885 979 152 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.4 1.2 95.3 75.1 96.5 93.8 3.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 21 18 23 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,897
COMMITMENTS
9,578 8,205 2,657 46,617 50,256 58,852 61,118 9,045 6,779
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 358)
-946 0 357 1,164 -321 575 36 -217 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 12.1 3.9 68.7 74.0 86.7 90.0 13.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 18 18 22 21
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,570
COMMITMENTS
567 0 3,630 98,613 99,779 102,810 103,409 7,760 7,161
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,863)
567 -1,592 -540 3,938 7,156 3,965 5,024 -2,102 -3,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 3.3 89.2 90.2 93.0 93.5 7.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 0 1 25 25 26 26
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,672
COMMITMENTS
10,520 0 0 60,373 71,755 70,893 71,755 8,779 7,917
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,054)
-180 0 0 -2,657 -3,422 -2,837 -3,422 -217 368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 0.0 0.0 75.8 90.1 89.0 90.1 11.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 0 20 21 21 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,682
COMMITMENTS
0 5,626 2,152 61,262 51,298 63,414 59,076 6,268 10,606
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 736)
0 590 248 2,074 1,939 2,322 2,777 -1,586 -2,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.1 3.1 87.9 73.6 91.0 84.8 9.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 24 20 26 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,082
COMMITMENTS
136 0 1,868 41,700 51,627 43,704 53,495 15,378 5,587
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 0.0 3.2 70.6 87.4 74.0 90.5 26.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 11 17 12 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,510
COMMITMENTS
2,280 7,804 0 57,684 51,406 59,964 59,210 1,546 2,300
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 12.7 0.0 93.8 83.6 97.5 96.3 2.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 0 14 14 16 16
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,510
COMMITMENTS
0 23,735 3,931 166,637 148,014 170,568 175,680 9,942 4,830
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 645)
0 -2,029 604 433 1,890 1,037 465 -392 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.1 2.2 92.3 82.0 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 37 32 40 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,427
COMMITMENTS
8,811 2,550 1,387 62,227 67,773 72,425 71,710 12,002 12,717
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,387)
-1,071 0 115 3,491 1,603 2,535 1,718 -1,148 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.0 1.6 73.7 80.3 85.8 84.9 14.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 1 1 16 17 18 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,713
COMMITMENTS
2,280 7,804 0 77,517 69,093 79,797 76,897 1,916 4,816
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 10,518)
2,280 860 0 9,250 6,700 11,530 7,560 -1,012 2,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 9.6 0.0 94.9 84.6 97.7 94.1 2.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 2 0 20 18 22 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 217,857
COMMITMENTS
12,048 1,330 1,655 197,154 205,397 210,857 208,382 7,000 9,475
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 6,136)
1,867 0 -1,037 5,397 6,504 6,227 5,467 -91 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.6 0.8 90.5 94.3 96.8 95.7 3.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 1 5 35 39 40 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,455
COMMITMENTS
9,361 708 10,588 131,732 140,113 151,681 151,409 7,774 8,046
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,672)
-1,482 -2,448 1,519 1,802 5,085 1,839 4,156 -167 -2,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.4 6.6 82.6 87.9 95.1 95.0 4.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 3 6 35 31 41 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,196
COMMITMENTS
0 8,359 3,301 138,348 130,547 141,649 142,207 10,547 9,989
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,849)
0 -136 280 1,296 1,036 1,576 1,180 273 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.5 2.2 90.9 85.8 93.1 93.4 6.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 2 33 33 35 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 192,904
COMMITMENTS
5,863 29,820 27,045 155,342 132,681 188,250 189,546 4,654 3,358
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,499)
-1,868 -3,559 2,544 3,372 4,679 4,048 3,664 -549 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 15.5 14.0 80.5 68.8 97.6 98.3 2.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 5 8 28 33 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,757
COMMITMENTS
7,272 0 0 45,481 45,540 52,753 45,540 4,004 11,217
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,580)
0 0 0 4,292 4,618 4,292 4,618 -712 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 0.0 0.0 80.1 80.2 92.9 80.2 7.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 14 17 16 17
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,661,176
COMMITMENTS
278,970 59,646 415,558 951,896 1174871 1646424 1650075 14,752 11,101
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 49,783)
16,895 1,869 4,879 31,416 43,313 53,190 50,061 -3,407 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 3.6 25.0 57.3 70.7 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
26 22 37 103 87 145 130
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 421,568
COMMITMENTS
90,999 53,760 98,107 228,844 259,551 417,950 411,418 3,618 10,150
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 39,188)
20,196 5,006 3,671 16,762 23,793 40,629 32,470 -1,441 6,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 12.8 23.3 54.3 61.6 99.1 97.6 0.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 12 23 35 29 61 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 84,566
COMMITMENTS
12,639 9,689 15,410 56,005 59,090 84,053 84,190 512 376
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 471)
-387 -25 306 918 4,021 838 4,302 -367 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 11.5 18.2 66.2 69.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 10 42 39 53 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,930
COMMITMENTS
1,184 8,564 1,035 22,252 14,617 24,471 24,216 459 714
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 394)
0 -86 0 1,532 744 1,532 658 -1,138 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 34.4 4.2 89.3 58.6 98.2 97.1 1.8 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 5 4 24 22 29 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,791
COMMITMENTS
4,156 808 1,323 9,099 12,660 14,578 14,791 213 0
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 884)
-169 0 0 1,053 1,522 884 1,522 0 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 5.5 8.9 61.5 85.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 1 14 14 17 18
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,740
COMMITMENTS
1,238 4,262 83 10,765 8,395 12,086 12,740 654 0
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 40)
0 -255 0 298 295 298 40 -258 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 33.5 0.7 84.5 65.9 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 4 1 11 10 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,700
COMMITMENTS
3,860 10,694 412 20,880 14,146 25,152 25,252 1,548 1,448
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 914)
-20 20 0 934 654 914 674 0 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 40.1 1.5 78.2 53.0 94.2 94.6 5.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 21 19 26 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 23,840
COMMITMENTS
6,510 1,200 1,290 15,061 20,950 22,861 23,440 979 400
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 14)
-120 140 -120 304 84 64 104 -50 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 5.0 5.4 63.2 87.9 95.9 98.3 4.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 3 4 28 25 32 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,578
COMMITMENTS
608 578 1,112 10,750 11,468 12,470 13,158 1,108 420
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 222)
0 0 0 -18 222 -18 222 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 4.3 8.2 79.2 84.5 91.8 96.9 8.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 11 16 14 18
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,537,509
COMMITMENTS
149,161 95,116 444,314 878,176 922,135 1471651 1461566 65,859 75,944
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 14,801)
12,861 -6,151 15,698 -16,009 6,206 12,550 15,752 2,251 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.2 28.9 57.1 60.0 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
103 104 152 78 94 260 280
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 15,939
COMMITMENTS
11,276 7,252 79 0 495 11,355 7,826 4,584 8,113
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.7 45.5 0.5 0.0 3.1 71.2 49.1 28.8 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 9 1 0 1 13 10
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,410
COMMITMENTS
10,585 2,435 925 1,523 12,344 13,033 15,704 3,377 706
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,666)
1,733 572 481 -617 587 1,597 1,640 69 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 14.8 5.6 9.3 75.2 79.4 95.7 20.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
90 10 6 13 30 108 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,887
COMMITMENTS
4,390 972 27 1,882 6,214 6,299 7,213 2,588 1,674
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 898)
327 -147 -38 288 822 577 637 321 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 10.9 0.3 21.2 69.9 70.9 81.2 29.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
27 7 1 12 16 40 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 155,999
COMMITMENTS
23,330 8,174 24,476 90,512 108,714 138,318 141,364 17,681 14,635
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -10,637)
-681 510 -4,628 -5,101 -6,470 -10,410 -10,588 -227 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 5.2 15.7 58.0 69.7 88.7 90.6 11.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
46 25 37 65 75 128 121
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 30,913
COMMITMENTS
5,060 120 1,047 22,243 27,897 28,350 29,064 2,563 1,849
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,391)
-20 100 213 510 447 703 760 688 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 0.4 3.4 72.0 90.2 91.7 94.0 8.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 1 3 18 22 23 25
Updated March 31, 2006