NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| 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 1,260 25 4,313 4,367 5,418 5,652 716 482
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 0)
0 -75 0 -153 75 -153 0 153 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 20.5 0.4 70.3 71.2 88.3 92.1 11.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 3 1 15 21 17 24
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 198,764
COMMITMENTS
20,505 20,205 39,673 102,370 110,750 162,548 170,628 36,216 28,136
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 607)
-825 -3,439 -511 2,343 4,639 1,007 690 -400 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 10.2 20.0 51.5 55.7 81.8 85.8 18.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
27 33 38 61 62 116 109
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,245,461
COMMITMENTS
85,755 103,252 586,607 489,353 507,848 1161715 1197707 83,746 47,754
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 53,645)
3,782 -850 32,991 17,785 18,161 54,559 50,302 -914 3,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.3 47.1 39.3 40.8 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
70 71 99 96 87 215 209
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,589
COMMITMENTS
120 11,912 4,089 57,260 49,136 61,469 65,137 8,120 4,452
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 304)
120 -859 518 -472 553 166 212 138 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 17.1 5.9 82.3 70.6 88.3 93.6 11.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 21 18 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,769
COMMITMENTS
8,304 2,407 5,447 46,799 53,157 60,550 61,011 7,219 6,758
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,275)
1,449 0 -417 -2,369 -1,097 -1,337 -1,514 62 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 3.6 8.0 69.1 78.4 89.3 90.0 10.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 24 19 29 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,691
COMMITMENTS
5,158 594 765 111,518 120,081 117,441 121,440 13,250 9,251
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 5,363)
854 0 0 2,277 6,151 3,131 6,151 2,232 -788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.5 0.6 85.3 91.9 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 1 1 26 26 29 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,494
COMMITMENTS
11,984 0 0 62,370 70,951 74,354 70,951 6,140 9,543
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 5,912)
1,712 0 0 5,179 5,815 6,891 5,815 -979 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 0.0 77.5 88.1 92.4 88.1 7.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 0 23 23 24 23
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,485
COMMITMENTS
1,044 12,474 3,768 77,037 61,923 81,849 78,165 2,636 6,320
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -866)
0 -376 -204 -378 -132 -582 -712 -284 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 14.8 4.5 91.2 73.3 96.9 92.5 3.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 4 2 21 17 24 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,590
COMMITMENTS
8,042 10,182 3,223 50,213 47,526 61,478 60,931 6,112 6,659
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 260)
-1,306 0 555 1,899 -509 1,148 46 -888 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 15.1 4.8 74.3 70.3 91.0 90.1 9.0 9.9
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 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 105,300
COMMITMENTS
0 7,315 3,447 94,678 85,506 98,125 96,268 7,175 9,032
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,690)
0 -329 306 -4,034 -3,336 -3,728 -3,359 1,038 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.9 3.3 89.9 81.2 93.2 91.4 6.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 1 1 29 27 30 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,016
COMMITMENTS
3,997 5,701 435 33,985 35,236 38,417 41,372 7,599 4,644
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,002)
154 1,707 -240 1,815 601 1,729 2,068 273 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 12.4 0.9 73.9 76.6 83.5 89.9 16.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 16 16 18 18
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,828
COMMITMENTS
0 2,273 2,526 49,162 50,311 51,688 55,110 12,140 8,718
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 4.0 77.0 78.8 81.0 86.3 19.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 15 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 104,172
COMMITMENTS
7,996 0 1,440 85,552 96,799 94,988 98,239 9,184 5,933
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 4,103)
0 0 0 3,125 3,853 3,125 3,853 978 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 0.0 1.4 82.1 92.9 91.2 94.3 8.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 28 26 29 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,143
COMMITMENTS
0 11,355 3,205 71,461 58,900 74,666 73,460 5,477 6,683
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -94)
0 -2,308 457 -921 4,226 -464 2,375 370 -2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.2 4.0 89.2 73.5 93.2 91.7 6.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 1 27 24 28 27
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,099
COMMITMENTS
0 1,141 3,098 45,546 48,131 48,644 52,370 10,455 6,729
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,236)
0 -926 282 956 1,578 1,238 934 -2 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 5.2 77.1 81.4 82.3 88.6 17.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 21 18 22
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,636
COMMITMENTS
2,922 7,590 0 47,830 43,782 50,752 51,372 1,884 1,264
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,592)
-240 1,140 -780 3,192 1,944 2,172 2,304 420 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 14.4 0.0 90.9 83.2 96.4 97.6 3.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 0 12 16 16 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,742
COMMITMENTS
1,717 18,167 5,098 161,445 148,590 168,260 171,855 9,482 5,887
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,112)
0 1,059 701 1,192 192 1,893 1,952 -781 -840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 10.2 2.9 90.8 83.6 94.7 96.7 5.3 3.3
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 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 83,658
COMMITMENTS
2,660 194 4,995 62,804 63,774 70,459 68,963 13,199 14,695
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,420)
-2,779 194 2,776 1,966 -208 1,963 2,762 457 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.2 6.0 75.1 76.2 84.2 82.4 15.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 20 18 22 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,277
COMMITMENTS
2,922 10,298 0 67,163 60,065 70,085 70,363 2,192 1,914
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,160)
-240 1,140 -780 3,252 2,544 2,232 2,904 -72 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 14.2 0.0 92.9 83.1 97.0 97.4 3.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 0 17 19 21 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,311
COMMITMENTS
18,634 3,476 2,048 236,215 257,040 256,897 262,564 8,414 2,747
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 23,427)
-447 976 382 23,756 22,193 23,691 23,551 -264 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.3 0.8 89.0 96.9 96.8 99.0 3.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 3 5 42 45 49 51
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,359
COMMITMENTS
11,673 5,548 7,199 129,947 137,267 148,819 150,014 7,540 6,345
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,252)
3,405 731 -408 -4,027 -879 -1,030 -556 -1,222 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.5 4.6 83.1 87.8 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 4 5 36 33 42 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 145,609
COMMITMENTS
0 3,947 4,700 127,506 124,293 132,206 132,940 13,403 12,669
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 4,887)
0 -3,518 674 3,731 5,868 4,405 3,024 482 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 3.2 87.6 85.4 90.8 91.3 9.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 2 33 34 35 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 184,199
COMMITMENTS
8,991 38,295 12,780 156,003 125,023 177,774 176,098 6,425 8,101
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -7,550)
-4,568 12,019 -10,366 6,792 -8,693 -8,142 -7,040 592 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 20.8 6.9 84.7 67.9 96.5 95.6 3.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 4 8 29 33 37 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,254
COMMITMENTS
0 0 0 53,742 47,489 53,742 47,489 4,512 10,765
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,794)
0 0 0 -2,238 -1,122 -2,238 -1,122 -556 -1,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 92.3 81.5 92.3 81.5 7.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 0 0 19 21 19 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,016,911
COMMITMENTS
378,595 48,206 538,461 1082235 1417963 1999291 2004630 17,620 12,281
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 40,124)
33,122 12,889 -20,413 26,172 45,426 38,881 37,902 1,243 2,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 2.4 26.7 53.7 70.3 99.1 99.4 0.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
26 18 38 100 85 140 128
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 538,652
COMMITMENTS
115,883 39,675 139,397 278,842 355,626 534,122 534,698 4,530 3,954
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 34,580)
9,595 8,013 17,524 8,349 10,041 35,468 35,578 -888 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.4 25.9 51.8 66.0 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 13 20 33 30 57 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 78,277
COMMITMENTS
9,239 3,203 12,854 55,122 61,497 77,215 77,554 1,063 724
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,019)
164 63 15 850 930 1,029 1,009 -9 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 4.1 16.4 70.4 78.6 98.6 99.1 1.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 6 10 41 40 54 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,567
COMMITMENTS
1,152 4,391 625 23,620 20,126 25,397 25,142 170 425
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 214)
0 0 0 258 258 258 258 -44 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 17.2 2.4 92.4 78.7 99.3 98.3 0.7 1.7
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 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,109
COMMITMENTS
2,966 644 308 12,835 15,157 16,109 16,109 0 0
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 726)
0 44 0 726 682 726 726 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 4.0 1.9 79.7 94.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 2 1 19 19 22 22
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,406
COMMITMENTS
1,066 2,719 0 12,809 11,687 13,875 14,406 531 0
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 254 88 254 88 -166 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 18.9 0.0 88.9 81.1 96.3 100.0 3.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 13 11 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,406
COMMITMENTS
3,080 4,660 372 21,534 20,060 24,986 25,092 420 314
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 440)
-80 0 80 680 326 680 406 -240 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 18.3 1.5 84.8 79.0 98.3 98.8 1.7 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 24 21 28 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 28,560
COMMITMENTS
3,370 140 540 22,955 27,708 26,865 28,388 1,695 172
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,938)
0 0 0 -2,006 -1,944 -2,006 -1,944 68 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 0.5 1.9 80.4 97.0 94.1 99.4 5.9 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 3 27 27 30 30
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,806
COMMITMENTS
580 0 1,460 20,198 21,206 22,238 22,666 568 140
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 6.4 88.6 93.0 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 15 15 17
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,494
COMMITMENTS
540 364 1,136 11,992 12,434 13,668 13,934 826 560
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 56)
0 -20 16 40 118 56 114 0 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 2.5 7.8 82.7 85.8 94.3 96.1 5.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 15 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,595,396
COMMITMENTS
179,188 92,845 515,419 837,450 912,864 1532057 1521127 63,339 74,269
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -174,849)
-23,450 -9,310 -77,600 -59,693 -80,974 -160,743 -167,883 -14,106 -6,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 5.8 32.3 52.5 57.2 96.0 95.3 4.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
105 101 147 93 102 281 282
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,388
COMMITMENTS
9,887 3,182 1,056 2,799 12,139 13,742 16,377 3,646 1,011
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -365)
-938 96 207 171 -1,322 -560 -1,019 195 654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 18.3 6.1 16.1 69.8 79.0 94.2 21.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
65 9 9 14 28 86 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,590
COMMITMENTS
4,409 1,446 167 2,172 6,292 6,748 7,905 2,842 1,685
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 232)
-72 118 167 137 -560 232 -275 0 507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 15.1 1.7 22.6 65.6 70.4 82.4 29.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 5 2 16 17 45 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 139,348
COMMITMENTS
18,342 8,641 32,901 68,995 85,342 120,238 126,884 19,110 12,464
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -418)
-2,057 2,734 3,030 -355 -4,603 618 1,161 -1,037 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 6.2 23.6 49.5 61.2 86.3 91.1 13.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
42 23 38 63 73 126 115
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 50,096
COMMITMENTS
7,826 0 2,612 37,079 44,736 47,517 47,348 2,579 2,748
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,277)
575 -107 170 1,760 2,630 2,505 2,693 -228 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 0.0 5.2 74.0 89.3 94.9 94.5 5.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 0 5 30 37 38 42
Updated May 26, 2006