NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,353
COMMITMENTS
1,080 1,180 0 3,434 3,785 4,514 4,965 839 388
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,004)
0 -200 0 -974 -760 -974 -960 -30 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 22.0 0.0 64.2 70.7 84.3 92.8 15.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 0 14 18 15 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,159
COMMITMENTS
24,296 16,464 29,712 95,460 113,606 149,468 159,783 35,691 25,376
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -382)
1,773 -1,647 -271 -3,581 3,478 -2,080 1,560 1,697 -1,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 8.9 16.0 51.6 61.4 80.7 86.3 19.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 27 29 58 61 107 99
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,231,518
COMMITMENTS
90,271 90,108 581,829 479,700 517,895 1151799 1189832 79,719 41,686
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 22,938)
1,115 -6,505 10,497 13,057 17,760 24,669 21,753 -1,731 1,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 7.3 47.2 39.0 42.1 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
72 65 97 97 88 215 207
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,150
COMMITMENTS
413 9,798 5,279 56,173 49,161 61,865 64,238 7,285 4,912
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,349)
-950 -2,114 1,927 -2,208 -1,396 -1,231 -1,583 -118 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 14.2 7.6 81.2 71.1 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,768
COMMITMENTS
3,194 3,433 4,145 40,949 41,042 48,288 48,620 7,480 7,148
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -11,575)
-2,446 1,026 -1,662 -7,124 -10,905 -11,232 -11,541 -343 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.2 7.4 73.4 73.6 86.6 87.2 13.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 21 16 26 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 127,880
COMMITMENTS
7,398 744 615 108,520 115,060 116,533 116,419 11,347 11,461
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -5,199)
1,496 150 -150 -4,097 -6,861 -2,751 -6,861 -2,448 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 0.6 0.5 84.9 90.0 91.1 91.0 8.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 25 25 29 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,412
COMMITMENTS
11,984 0 0 62,562 71,130 74,546 71,130 5,866 9,282
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 254)
0 0 0 438 636 438 636 -184 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 0.0 0.0 77.8 88.5 92.7 88.5 7.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 0 21 22 22 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,355
COMMITMENTS
1,044 14,553 3,270 74,571 58,588 78,885 76,411 3,470 5,944
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -5,541)
0 737 -438 -4,903 -5,012 -5,341 -4,713 -200 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 17.7 4.0 90.5 71.1 95.8 92.8 4.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 18 16 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,556
COMMITMENTS
7,939 10,336 2,110 48,935 44,772 58,984 57,218 4,572 6,338
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -4,935)
1,080 154 -1,155 -2,768 -3,475 -2,843 -4,476 -2,092 -459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 16.3 3.3 77.0 70.4 92.8 90.0 7.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 20 21 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,106
COMMITMENTS
0 7,109 2,652 88,667 83,235 91,319 92,996 9,787 8,110
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,437)
0 4,162 -2,507 -3,150 -3,170 -5,657 -1,515 3,220 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 2.6 87.7 82.3 90.3 92.0 9.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
0 1 1 30 27 31 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,399
COMMITMENTS
3,279 4,629 432 32,872 34,352 36,583 39,413 6,816 3,986
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,677)
-658 -1,694 -63 -1,326 -788 -2,047 -2,545 -1,630 -1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 10.7 1.0 75.7 79.2 84.3 90.8 15.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 1 15 16 17 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,263
COMMITMENTS
6,398 0 1,488 82,852 92,158 90,738 93,646 9,525 6,617
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,280)
-1,598 0 48 -5,427 -7,036 -6,977 -6,988 697 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.5 82.6 91.9 90.5 93.4 9.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 26 26 27 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,253
COMMITMENTS
0 5,323 6,394 65,118 61,589 71,512 73,306 7,741 5,947
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,159)
0 -4,192 1,806 -6,147 1,063 -4,341 -1,323 2,182 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.7 8.1 82.2 77.7 90.2 92.5 9.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
0 3 2 27 24 29 27
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,225
COMMITMENTS
4,119 0 2,376 40,736 47,047 47,231 49,423 11,994 9,802
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,458)
4,119 -222 -1,546 -5,542 -1,091 -2,969 -2,859 1,511 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 4.0 68.8 79.4 79.7 83.4 20.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 18 16 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,547
COMMITMENTS
1,627 17,367 6,294 158,875 146,072 166,796 169,733 7,751 4,814
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -8,808)
-90 3,074 -658 -7,478 -11,623 -8,226 -9,207 -582 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 9.9 3.6 91.0 83.7 95.6 97.2 4.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 36 29 40 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,472
COMMITMENTS
7,342 2,114 2,817 64,036 69,097 74,195 74,028 10,277 10,444
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -211)
3,788 2,114 -1,538 -59 3,611 2,191 4,187 -2,402 -4,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 3.3 75.8 81.8 87.8 87.6 12.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 1 22 21 24 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,281
COMMITMENTS
0 8,738 0 63,561 53,523 63,561 62,261 1,720 3,020
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -10,180)
-4,422 -1,800 0 -5,297 -9,452 -9,719 -11,252 -461 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.4 0.0 97.4 82.0 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 0 14 15 14 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 266,684
COMMITMENTS
20,329 2,394 1,519 235,029 259,705 256,877 263,618 9,807 3,066
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,803)
4,651 -1,082 -1,855 -7,654 -753 -4,858 -3,690 1,055 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.9 0.6 88.1 97.4 96.3 98.9 3.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 2 4 39 45 46 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,780
COMMITMENTS
13,070 3,798 5,464 122,713 133,860 141,247 143,122 8,533 6,658
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,913)
372 -956 -304 -8,656 -6,723 -8,588 -7,983 1,675 1,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 2.5 3.6 81.9 89.4 94.3 95.6 5.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 3 4 35 32 40 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 151,388
COMMITMENTS
7,887 1,890 3,618 130,049 132,797 141,554 138,305 9,834 13,083
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,655)
-3,633 -88 1,449 -654 -6,934 -2,838 -5,573 183 2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 1.2 2.4 85.9 87.7 93.5 91.4 6.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 2 2 36 34 38 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 174,006
COMMITMENTS
14,736 34,937 9,208 144,275 121,310 168,219 165,455 5,787 8,551
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -14,543)
4,230 -2,604 -3,706 -14,593 -8,132 -14,069 -14,442 -474 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 20.1 5.3 82.9 69.7 96.7 95.1 3.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 3 6 28 33 37 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,030
COMMITMENTS
0 1,744 370 52,190 45,479 52,560 47,593 5,470 10,437
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -244)
0 1,744 370 -748 -1,893 -378 221 134 -465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.0 0.6 89.9 78.4 90.6 82.0 9.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,542,686
COMMITMENTS
536,022 64,751 726,120 1264630 1739091 2526772 2529962 15,914 12,724
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 544,898)
149,293 8,042 184,203 211,957 352,704 545,453 544,949 -555 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 2.5 28.6 49.7 68.4 99.4 99.5 0.6 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
26 16 37 98 80 137 121
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 506,910
COMMITMENTS
62,296 39,686 157,917 282,775 305,861 502,988 503,464 3,922 3,446
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 18,566)
-20,472 -3,603 29,065 10,889 -5,915 19,482 19,547 -916 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.8 31.2 55.8 60.3 99.2 99.3 0.8 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 13 20 32 31 55 54
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,666
COMMITMENTS
9,662 3,489 11,741 52,573 58,918 73,976 74,148 690 518
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,518)
243 -206 -770 -1,592 -687 -2,119 -1,663 -399 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 4.7 15.7 70.4 78.9 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 7 10 39 39 51 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,465
COMMITMENTS
1,240 4,148 296 22,929 19,618 24,465 24,062 0 403
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,276)
88 -243 -329 -865 -682 -1,106 -1,254 -170 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 17.0 1.2 93.7 80.2 100.0 98.4 0.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 25 26 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,132
COMMITMENTS
3,053 598 0 11,993 14,448 15,046 15,046 86 86
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -959)
87 -46 -308 -650 -605 -871 -959 -88 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.0 0.0 79.3 95.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 17 16 20 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,105
COMMITMENTS
1,020 2,255 0 12,598 11,672 13,618 13,927 487 178
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -229)
-46 -464 0 -139 57 -185 -407 -44 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 16.0 0.0 89.3 82.8 96.5 98.7 3.5 1.3
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 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,288
COMMITMENTS
2,980 4,706 346 20,572 18,956 23,898 24,008 390 280
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -898)
-100 26 -26 -742 -864 -868 -864 -30 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 19.4 1.4 84.7 78.0 98.4 98.8 1.6 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 21 21 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,522
COMMITMENTS
3,320 140 440 22,119 26,544 25,879 27,124 1,643 398
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -1,048)
-50 0 -100 -856 -1,174 -1,006 -1,274 -42 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 0.5 1.6 80.4 96.4 94.0 98.6 6.0 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 24 26 27 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,582
COMMITMENTS
460 380 1,096 11,332 11,666 12,888 13,142 694 440
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -932)
-80 16 -40 -680 -788 -800 -812 -132 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.8 8.1 83.4 85.9 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,673,222
COMMITMENTS
185,176 111,801 530,447 885,123 951,371 1600746 1593619 72,476 79,603
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 44,530)
-14 7,759 15,485 28,842 20,562 44,313 43,806 217 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 6.7 31.7 52.9 56.9 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
108 111 153 91 100 287 290
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 20,111
COMMITMENTS
11,771 11,119 0 0 1,032 11,771 12,151 8,340 7,960
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 2,495)
3,154 1,526 -4 0 1,032 3,150 2,554 -655 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.5 55.3 0.0 0.0 5.1 58.5 60.4 41.5 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 10 0 0 1 15 11
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,514
COMMITMENTS
9,018 2,300 970 2,601 11,682 12,589 14,952 2,925 562
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,812)
-955 -316 -186 -2,355 -3,166 -3,496 -3,668 -316 -144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.1 14.8 6.3 16.8 75.3 81.1 96.4 18.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
60 6 8 18 26 84 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,918
COMMITMENTS
4,067 2,198 84 2,193 5,491 6,344 7,773 2,574 1,145
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -759)
-618 320 -235 154 -976 -699 -891 -60 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 24.6 0.9 24.6 61.6 71.1 87.2 28.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 5 2 13 19 37 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 118,334
COMMITMENTS
22,205 6,534 22,377 53,782 75,865 98,364 104,776 19,970 13,558
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,217)
2,677 146 1,845 -7,336 -4,225 -2,813 -2,234 597 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 5.5 18.9 45.4 64.1 83.1 88.5 16.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
51 15 30 42 59 106 92
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 46,036
COMMITMENTS
7,657 226 3,091 32,404 39,969 43,152 43,286 2,884 2,750
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,973)
721 226 17 -3,467 -3,359 -2,729 -3,116 -244 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.5 6.7 70.4 86.8 93.7 94.0 6.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 6 27 33 37 40
Updated June 9, 2006