NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,896
COMMITMENTS
1,080 1,180 0 3,917 4,082 4,997 5,262 899 634
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -107)
0 0 0 -260 -278 -260 -278 153 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 20.0 0.0 66.4 69.2 84.8 89.2 15.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 0 16 18 17 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 192,976
COMMITMENTS
22,787 13,077 31,620 102,951 118,959 157,358 163,656 35,617 29,320
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 4,999)
-3,142 -566 2,016 2,462 602 1,337 2,053 3,661 2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 6.8 16.4 53.3 61.6 81.5 84.8 18.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 22 34 61 68 109 110
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,323,842
COMMITMENTS
104,486 91,236 622,775 514,031 566,554 1241292 1280566 82,550 43,277
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 49,887)
5,756 8,683 21,746 19,338 17,863 46,840 48,292 3,047 1,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.9 47.0 38.8 42.8 93.8 96.7 6.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
66 72 94 95 85 210 206
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,988
COMMITMENTS
3,004 6,781 7,361 56,972 56,439 67,337 70,581 8,651 5,407
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,280)
3,004 -1,115 -575 -261 4,522 2,168 2,832 1,112 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.9 9.7 75.0 74.3 88.6 92.9 11.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 20 20 22 22
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,492
COMMITMENTS
3,383 1,430 3,113 37,338 37,687 43,834 42,230 5,658 7,262
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -101)
-347 64 -104 441 -361 -10 -401 -91 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.9 6.3 75.4 76.1 88.6 85.3 11.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 4 21 17 26 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,690
COMMITMENTS
7,426 0 0 101,095 109,024 108,521 109,024 10,169 9,666
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -302)
0 0 0 -542 364 -542 364 240 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 0.0 85.2 91.9 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 0 0 27 26 29 26
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,933
COMMITMENTS
11,984 2,208 0 62,480 70,510 74,464 72,718 6,469 8,215
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -7,405)
0 -744 0 -7,890 -6,608 -7,890 -7,352 485 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.7 0.0 77.2 87.1 92.0 89.8 8.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 0 22 24 23 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,640
COMMITMENTS
734 11,291 4,269 70,859 59,528 75,862 75,088 3,778 4,552
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 146)
0 -2,463 961 641 3,014 1,602 1,512 -1,456 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.2 5.4 89.0 74.7 95.3 94.3 4.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 5 2 20 19 23 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,634
COMMITMENTS
4,296 6,523 4,170 48,207 45,276 56,673 55,969 5,961 6,665
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,764)
142 0 -42 1,746 2,409 1,846 2,367 918 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.4 6.7 77.0 72.3 90.5 89.4 9.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 3 22 23 26 28
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 116,728
COMMITMENTS
0 3,155 5,855 100,018 100,021 105,873 109,031 10,855 7,697
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -3,424)
-248 -741 1,110 -5,429 -3,288 -4,567 -2,919 1,143 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 5.0 85.7 85.7 90.7 93.4 9.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 33 28 35 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,604
COMMITMENTS
0 4,300 1,584 28,993 30,231 30,577 36,115 9,027 3,489
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 155)
0 -346 1,397 -76 -468 1,321 583 -1,166 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.9 4.0 73.2 76.3 77.2 91.2 22.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 2 15 16 17 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,196
COMMITMENTS
0 706 2,500 36,265 33,948 38,765 37,154 4,431 6,042
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -743)
0 -3,731 -930 1,197 4,830 267 169 -1,010 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.6 5.8 84.0 78.6 89.7 86.0 10.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 2 1 15 11 16 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,844
COMMITMENTS
10,094 0 0 71,009 86,015 81,103 86,015 9,741 4,829
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 700)
-428 0 0 1,396 1,802 968 1,802 -268 -1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 0.0 0.0 78.2 94.7 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 27 26 29 26
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,183
COMMITMENTS
0 12,596 3,399 69,069 57,604 72,468 73,599 6,715 5,584
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -2,677)
0 -2,457 1,334 -3,378 -1,842 -2,044 -2,965 -633 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.9 4.3 87.2 72.7 91.5 92.9 8.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
0 3 1 28 25 29 28
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,596
COMMITMENTS
893 0 3,104 41,739 46,137 45,736 49,241 12,860 9,355
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -4,886)
893 -361 -1,203 -6,172 -3,043 -6,482 -4,607 1,596 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 5.3 71.2 78.7 78.1 84.0 21.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 16 17 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,712
COMMITMENTS
0 8,222 15,433 152,986 149,431 168,419 173,086 11,293 6,626
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 767)
0 -2,619 265 -474 3,602 -209 1,248 976 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 8.6 85.1 83.2 93.7 96.3 6.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 5 5 35 30 40 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,282
COMMITMENTS
10,840 4,294 1,515 64,173 64,812 76,528 70,621 8,754 14,661
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,605)
549 0 174 4,165 2,206 4,888 2,380 -1,283 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.0 1.8 75.2 76.0 89.7 82.8 10.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 21 27 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,344
COMMITMENTS
248 8,800 0 61,147 51,870 61,395 60,670 949 1,674
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 248)
248 620 0 -62 -372 186 248 62 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 14.1 0.0 98.1 83.2 98.5 97.3 1.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 17 17 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 259,019
COMMITMENTS
16,839 2,506 2,257 230,942 250,844 250,038 255,607 8,981 3,412
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,223)
790 310 -243 2,977 2,967 3,524 3,034 -301 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 1.0 0.9 89.2 96.8 96.5 98.7 3.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 2 3 41 44 46 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,932
COMMITMENTS
8,144 970 7,459 123,375 133,790 138,978 142,219 9,954 6,713
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -1,843)
-6,848 -514 1,983 2,476 -2,211 -2,389 -742 546 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 0.7 5.0 82.8 89.8 93.3 95.5 6.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 1 4 35 33 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,067
COMMITMENTS
11,410 0 3,718 133,535 141,638 148,663 145,356 8,404 11,711
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 5,023)
1,393 -1,712 1,440 455 3,331 3,288 3,059 1,735 1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 2.4 85.0 90.2 94.6 92.5 5.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 0 2 37 35 39 37
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 176,597
COMMITMENTS
13,759 16,517 21,123 137,573 128,550 172,455 166,190 4,142 10,407
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 7,513)
-1 -1,091 3,748 4,694 3,764 8,441 6,421 -928 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.4 12.0 77.9 72.8 97.7 94.1 2.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 3 7 31 33 39 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,272
COMMITMENTS
0 1,628 184 50,912 42,842 51,096 44,654 5,176 11,618
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 13)
0 -604 0 13 1,620 13 1,016 0 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.9 0.3 90.5 76.1 90.8 79.4 9.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 19 19 20
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,593,747
COMMITMENTS
485,712 102,396 759,373 1330795 1721252 2575880 2583021 17,867 10,726
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 69,565)
-37,219 14,934 49,867 57,164 7,644 69,812 72,445 -247 -2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 3.9 29.3 51.3 66.4 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
26 15 39 100 80 140 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 622,335
COMMITMENTS
105,419 104,877 167,596 347,373 347,178 620,388 619,651 1,947 2,684
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 53,237)
21,905 45,748 4,498 27,940 3,967 54,343 54,213 -1,106 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 16.9 26.9 55.8 55.8 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 15 24 37 35 65 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,659
COMMITMENTS
8,907 2,999 10,608 52,330 58,232 71,845 71,839 814 820
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,344)
163 -115 164 1,177 1,377 1,504 1,426 -159 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 4.1 14.6 72.0 80.1 98.9 98.9 1.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 5 11 40 39 53 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,355
COMMITMENTS
1,284 3,828 252 24,693 21,894 26,229 25,974 126 381
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -1,462)
44 -400 -44 -1,462 -952 -1,462 -1,396 0 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 14.5 1.0 93.7 83.1 99.5 98.6 0.5 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 5 1 25 21 26 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,022
COMMITMENTS
2,065 252 129 13,828 15,641 16,022 16,022 0 0
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -924)
-220 -88 0 -660 -836 -880 -924 -44 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 1.6 0.8 86.3 97.6 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 1 1 17 18 21 20
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,513
COMMITMENTS
716 1,853 129 13,141 12,511 13,986 14,493 527 20
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -902)
-132 -242 0 -704 -660 -836 -902 -66 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.8 0.9 90.5 86.2 96.4 99.9 3.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 11 17 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,118
COMMITMENTS
2,980 4,492 230 19,374 18,116 22,584 22,838 534 280
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -20)
0 0 0 -20 -20 -20 -20 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 19.4 1.0 83.8 78.4 97.7 98.8 2.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 18 20 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,911
COMMITMENTS
3,210 140 430 21,773 25,447 25,413 26,017 1,498 894
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 72)
0 0 0 40 52 40 52 32 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 0.5 1.6 80.9 94.6 94.4 96.7 5.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 21 24 24 26
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,934
COMMITMENTS
420 356 1,080 10,934 11,098 12,434 12,534 500 400
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.8 8.4 84.5 85.8 96.1 96.9 3.9 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 1 14 14 16 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,700,141
COMMITMENTS
205,885 111,565 536,269 884,493 968,556 1626647 1616390 73,494 83,751
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 64,923)
14,581 7,645 26,338 20,109 29,475 61,028 63,459 3,895 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 6.6 31.5 52.0 57.0 95.7 95.1 4.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
115 111 148 91 105 287 292
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 37,268
COMMITMENTS
24,001 24,115 2,760 0 770 26,761 27,645 10,507 9,623
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 6,960)
4,060 9,875 -557 0 42 3,503 9,360 3,457 -2,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 64.7 7.4 0.0 2.1 71.8 74.2 28.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 19 7 0 1 22 20
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 24,547
COMMITMENTS
4,217 6,074 4,185 4,630 5,144 13,032 15,403 11,515 9,144
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 24.7 17.0 18.9 21.0 53.1 62.7 46.9 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 8 11 7 6 20 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,895
COMMITMENTS
8,169 2,745 424 2,790 10,091 11,383 13,260 2,512 635
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 472)
534 11 6 -47 538 493 555 -21 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 19.8 3.1 20.1 72.6 81.9 95.4 18.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
52 11 6 15 27 72 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,213
COMMITMENTS
4,389 946 3 1,489 6,410 5,881 7,359 2,332 854
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 875)
964 -292 0 -352 1,239 612 947 263 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 11.5 0.0 18.1 78.0 71.6 89.6 28.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 5 1 9 21 32 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 112,181
COMMITMENTS
27,779 4,339 17,067 48,281 79,210 93,128 100,617 19,053 11,564
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,542)
4,074 406 -463 -1,246 3,319 2,365 3,262 178 -720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 3.9 15.2 43.0 70.6 83.0 89.7 17.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
52 14 27 48 62 110 94
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 51,535
COMMITMENTS
8,205 351 3,533 35,971 44,027 47,709 47,911 3,825 3,623
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 649)
-237 -223 590 -331 547 22 914 627 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.7 6.9 69.8 85.4 92.6 93.0 7.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 2 9 30 38 44 47
Updated July 14, 2006