NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,134
COMMITMENTS
1,080 1,335 25 4,466 4,292 5,571 5,652 563 482
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 35)
0 -75 0 35 75 35 0 0 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.8 0.4 72.8 70.0 90.8 92.1 9.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 4 1 15 20 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,157
COMMITMENTS
21,330 23,644 40,184 100,027 106,110 161,541 169,938 36,616 28,219
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -2,043)
-4,760 604 1,221 666 -3,188 -2,873 -1,362 830 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.9 20.3 50.5 53.5 81.5 85.8 18.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
27 33 42 54 61 111 110
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,191,816
COMMITMENTS
81,972 104,101 553,616 471,568 489,688 1107156 1147404 84,661 44,412
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 67,844)
8,415 3,809 34,052 28,078 31,647 70,546 69,508 -2,702 -1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.7 46.5 39.6 41.1 92.9 96.3 7.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
73 70 104 95 85 220 212
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,285
COMMITMENTS
0 12,771 3,571 57,732 48,583 61,303 64,925 7,982 4,360
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,681)
0 617 74 1,461 1,361 1,535 2,052 146 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.4 5.2 83.3 70.1 88.5 93.7 11.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 1 17 21 18 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,044
COMMITMENTS
6,855 2,407 5,864 49,168 54,254 61,887 62,525 7,157 6,519
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,208)
1,105 -3,273 1,817 -562 3,788 2,360 2,332 -152 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 3.5 8.5 71.2 78.6 89.6 90.6 10.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 25 20 30 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 125,328
COMMITMENTS
4,304 594 765 109,241 113,930 114,310 115,289 11,018 10,039
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 346)
-1,224 0 0 843 1,773 -381 1,773 727 -1,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 0.5 0.6 87.2 90.9 91.2 92.0 8.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 1 1 27 26 30 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,582
COMMITMENTS
10,272 0 0 57,191 65,136 67,463 65,136 7,119 9,446
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,062)
1,712 0 0 1,740 3,308 3,452 3,308 -390 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 0.0 76.7 87.3 90.5 87.3 9.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 20 20 21 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,351
COMMITMENTS
1,044 12,850 3,972 77,415 62,055 82,431 78,877 2,920 6,474
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,974)
0 -882 2,680 -813 -720 1,867 1,078 1,107 1,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 15.1 4.7 90.7 72.7 96.6 92.4 3.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 2 20 16 23 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,330
COMMITMENTS
9,348 10,182 2,668 48,314 48,035 60,330 60,885 7,000 6,445
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 711)
-94 828 -274 835 -207 467 347 244 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 15.1 4.0 71.8 71.3 89.6 90.4 10.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 4 4 19 20 24 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 107,990
COMMITMENTS
0 7,644 3,141 98,712 88,842 101,853 99,627 6,137 8,363
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,648)
0 229 93 5,441 4,933 5,534 5,255 -886 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.1 2.9 91.4 82.3 94.3 92.3 5.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 28 31 29
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,014
COMMITMENTS
3,843 3,994 675 32,170 34,635 36,688 39,304 7,326 4,710
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,366)
0 500 240 2,092 1,502 2,332 2,242 34 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 9.1 1.5 73.1 78.7 83.4 89.3 16.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 1 14 15 16 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,069
COMMITMENTS
7,996 0 1,440 82,427 92,946 91,863 94,386 8,206 5,683
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 6,044)
98 0 1,440 4,816 5,268 6,354 6,708 -310 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 1.4 82.4 92.9 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 26 24 27 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,237
COMMITMENTS
0 13,663 2,748 72,382 54,674 75,130 71,085 5,107 9,152
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 6,385)
0 5,410 -539 6,762 2,008 6,223 6,879 162 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 3.4 90.2 68.1 93.6 88.6 6.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 2 27 22 29 25
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,863
COMMITMENTS
0 2,067 2,816 44,590 46,553 47,406 51,436 10,457 6,427
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -1,957)
0 -1,487 1,244 -1,992 -2,175 -748 -2,418 -1,209 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.9 77.1 80.5 81.9 88.9 18.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 20 19 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,044
COMMITMENTS
3,162 6,450 780 44,638 41,838 48,580 49,068 1,464 976
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 90)
1,710 -2,400 780 -2,640 734 -150 -886 240 976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 12.9 1.6 89.2 83.6 97.1 98.0 2.9 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 1 10 13 15 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,630
COMMITMENTS
1,717 17,108 4,397 160,253 148,398 166,367 169,903 10,263 6,727
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 7,914)
1,284 139 120 6,476 6,706 7,880 6,965 34 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 9.7 2.5 90.7 84.0 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 3 33 29 36 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,238
COMMITMENTS
5,439 0 2,219 60,838 63,982 68,496 66,201 12,742 15,037
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 807)
-662 0 282 857 499 477 781 330 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.7 74.9 78.8 84.3 81.5 15.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 0 1 18 17 20 18
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,117
COMMITMENTS
3,162 9,158 780 63,911 57,521 67,853 67,459 2,264 2,658
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 154)
1,710 -2,400 780 -1,170 848 1,320 -772 -1,166 926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 13.1 1.1 91.1 82.0 96.8 96.2 3.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 1 15 16 20 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 241,884
COMMITMENTS
19,081 2,500 1,666 212,459 234,847 233,206 239,013 8,678 2,871
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,934)
3,194 -312 -848 2,888 5,895 5,234 4,735 -300 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.0 0.7 87.8 97.1 96.4 98.8 3.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 5 41 44 48 50
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 158,611
COMMITMENTS
8,268 4,817 7,607 133,974 138,146 149,849 150,570 8,762 8,041
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,408)
476 -1,528 -631 1,600 4,425 1,445 2,266 1,963 1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.0 4.8 84.5 87.1 94.5 94.9 5.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 4 5 37 34 42 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 140,722
COMMITMENTS
0 7,465 4,026 123,775 118,425 127,801 129,916 12,921 10,806
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,651)
-3,534 4,703 -9 7,566 -515 4,023 4,179 628 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.3 2.9 88.0 84.2 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 33 35 35 38
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,749
COMMITMENTS
13,559 26,276 23,146 149,211 133,716 185,916 183,138 5,833 8,611
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,208)
519 -5,149 2,067 2,023 6,143 4,609 3,061 599 2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 13.7 12.1 77.8 69.7 97.0 95.5 3.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 7 27 33 35 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,048
COMMITMENTS
0 0 0 55,980 48,611 55,980 48,611 5,068 12,437
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,118)
0 0 0 522 79 522 79 596 1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 91.7 79.6 91.7 79.6 8.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 0 0 19 19 19 19
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,976,787
COMMITMENTS
345,473 35,317 558,874 1056063 1372537 1960410 1966728 16,377 10,059
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 105,408)
18,334 -895 31,341 61,684 75,722 111,359 106,168 -5,951 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 1.8 28.3 53.4 69.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
26 15 35 98 83 135 123
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 504,072
COMMITMENTS
106,288 31,662 121,873 270,493 345,585 498,654 499,120 5,418 4,952
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 11,727)
11,905 -7,347 7,041 -8,249 11,901 10,697 11,595 1,030 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 6.3 24.2 53.7 68.6 98.9 99.0 1.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 13 20 31 29 54 51
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,258
COMMITMENTS
9,075 3,140 12,839 54,272 60,566 76,186 76,545 1,072 713
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -1,241)
-203 -124 148 -1,267 -1,282 -1,322 -1,258 82 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 4.1 16.6 70.2 78.4 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 5 9 41 40 52 50
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,353
COMMITMENTS
1,152 4,391 625 23,362 19,868 25,139 24,884 214 469
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 111)
0 0 0 273 273 273 273 -162 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.3 2.5 92.1 78.4 99.2 98.2 0.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 4 2 25 25 27 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,383
COMMITMENTS
2,966 600 308 12,109 14,475 15,383 15,383 0 0
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 22)
0 0 0 22 22 22 22 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 3.9 2.0 78.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 18 18 21 21
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,318
COMMITMENTS
1,066 2,719 0 12,555 11,599 13,621 14,318 697 0
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,117)
0 -126 0 2,074 2,243 2,074 2,117 43 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 19.0 0.0 87.7 81.0 95.1 100.0 4.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 3 0 12 11 13 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,966
COMMITMENTS
3,160 4,660 292 20,854 19,734 24,306 24,686 660 280
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 158)
0 0 0 200 240 200 240 -42 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.7 1.2 83.5 79.0 97.4 98.9 2.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 3 23 21 27 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 30,498
COMMITMENTS
3,370 140 540 24,961 29,652 28,871 30,332 1,627 166
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -86)
-740 0 -20 508 -56 -252 -76 166 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.5 1.8 81.8 97.2 94.7 99.5 5.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 27 27 30 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,438
COMMITMENTS
540 384 1,120 11,952 12,316 13,612 13,820 826 618
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 122)
0 0 0 160 160 160 160 -38 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.7 7.8 82.8 85.3 94.3 95.7 5.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 14 15 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,770,245
COMMITMENTS
202,638 102,155 593,018 897,144 993,838 1692800 1689010 77,445 81,234
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -17,581)
184 9,062 7,659 -18,442 -29,812 -10,598 -13,091 -6,983 -4,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 5.8 33.5 50.7 56.1 95.6 95.4 4.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
135 90 166 97 110 305 308
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 26,146
COMMITMENTS
13,208 16,588 722 1,368 593 15,298 17,903 10,848 8,243
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,292)
1,718 510 569 953 -66 3,240 1,013 52 2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 63.4 2.8 5.2 2.3 58.5 68.5 41.5 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 3 2 2 15 12
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,753
COMMITMENTS
10,825 3,086 849 2,628 13,461 14,302 17,396 3,451 357
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -626)
-355 -172 -29 -263 -243 -647 -444 21 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 17.4 4.8 14.8 75.8 80.6 98.0 19.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
74 9 8 16 30 98 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,358
COMMITMENTS
4,481 1,328 0 2,035 6,852 6,516 8,180 2,842 1,178
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -652)
-1,032 117 -48 409 -843 -671 -774 19 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 14.2 0.0 21.7 73.2 69.6 87.4 30.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 6 0 13 20 41 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 139,766
COMMITMENTS
20,399 5,907 29,871 69,350 89,945 119,620 125,723 20,146 14,043
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,397)
-1,340 -1,560 775 5,870 4,710 5,306 3,925 -3,909 -2,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.2 21.4 49.6 64.4 85.6 90.0 14.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
44 16 34 57 71 115 108
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 47,820
COMMITMENTS
7,251 107 2,442 35,319 42,106 45,012 44,655 2,808 3,165
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 3,024)
151 107 598 2,099 2,090 2,848 2,795 176 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 0.2 5.1 73.9 88.1 94.1 93.4 5.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 2 5 31 33 38 38
Updated May 19, 2006