GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,404
COMMITMENTS
0 0 25 3,061 3,379 3,086 3,404 318 0
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 125)
-25 0 25 125 100 125 125 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 89.9 99.3 90.7 100.0 9.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 0 1 14 17 15 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,026
COMMITMENTS
224 150 486 5,623 5,931 6,333 6,567 693 459
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -777)
-1,080 -1,080 425 -62 -212 -717 -867 -60 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 2.1 6.9 80.0 84.4 90.1 93.5 9.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 2 3 24 23 28 26
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 250,018
COMMITMENTS
19,646 28,298 45,283 150,941 139,005 215,869 212,586 34,148 37,432
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -412)
-1,085 -2,077 -4,414 3,051 3,235 -2,448 -3,255 2,036 2,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.3 18.1 60.4 55.6 86.3 85.0 13.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
26 38 36 66 71 114 127
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,335,952
COMMITMENTS
123,344 75,743 615,374 518,560 599,545 1257278 1290663 78,673 45,289
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -21,248)
-20,158 -18,043 2,528 -4,752 -6,871 -22,382 -22,385 1,134 1,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.7 46.1 38.8 44.9 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
52 70 89 93 84 200 193
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,355
COMMITMENTS
2,467 676 8,904 55,535 56,222 66,906 65,802 9,449 10,553
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,303)
848 0 -49 1,322 1,804 2,121 1,755 182 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 0.9 11.7 72.7 73.6 87.6 86.2 12.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 16 21 18 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,853
COMMITMENTS
10,739 0 627 18,106 32,285 29,472 32,912 13,381 9,941
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,244)
1,577 0 -296 -715 -201 566 -497 678 1,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 0.0 1.5 42.3 75.3 68.8 76.8 31.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 2 13 13 15 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,820
COMMITMENTS
7,366 0 1,824 101,371 109,827 110,561 111,651 9,259 8,169
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 5,306)
-906 0 0 5,180 6,508 4,274 6,508 1,032 -1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 0.0 1.5 84.6 91.7 92.3 93.2 7.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 1 23 26 25 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,600
COMMITMENTS
18,064 0 0 40,878 54,228 58,942 54,228 9,658 14,372
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 864)
0 0 0 260 220 260 220 604 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 0.0 0.0 59.6 79.0 85.9 79.0 14.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 12 15 12
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,631
COMMITMENTS
0 4,555 6,140 59,620 53,709 65,760 64,404 3,871 5,227
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,763)
-322 550 -646 2,549 273 1,581 177 182 1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 8.8 85.6 77.1 94.4 92.5 5.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 18 18 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,972
COMMITMENTS
1,613 244 6,632 45,470 43,753 53,715 50,629 6,257 9,343
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,284)
0 -730 523 1,641 2,097 2,164 1,890 120 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 0.4 11.1 75.8 73.0 89.6 84.4 10.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 2 16 17 19 19
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,741
COMMITMENTS
3,169 7,073 3,469 93,723 87,452 100,361 97,994 8,380 10,747
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 764)
0 695 -1,502 2,222 1,223 720 416 44 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 6.5 3.2 86.2 80.4 92.3 90.1 7.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 25 29 27
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,654
COMMITMENTS
0 182 674 53,453 58,867 54,127 59,723 10,527 4,931
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -273)
-372 182 674 306 728 608 1,584 -881 -1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 82.7 91.0 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 22 23 23 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,197
COMMITMENTS
0 13,430 3,062 52,688 48,863 55,750 65,355 18,447 8,842
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,070)
0 4,531 -1,499 1,176 166 -323 3,198 1,393 -2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.1 4.1 71.0 65.9 75.1 88.1 24.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 16 22 18
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,637
COMMITMENTS
1,071 372 3,355 39,142 48,405 43,568 52,132 18,069 9,505
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -12)
336 0 -731 -1,015 746 -1,410 15 1,398 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.6 5.4 63.5 78.5 70.7 84.6 29.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 18 16 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,519
COMMITMENTS
652 13,739 9,370 142,600 138,651 152,622 161,760 18,897 9,759
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 4,714)
-1,909 975 -204 7,410 3,636 5,297 4,407 -583 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.0 5.5 83.1 80.8 89.0 94.3 11.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 5 32 28 37 33
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,263
COMMITMENTS
0 6,182 1,436 75,359 65,350 76,795 72,968 11,468 15,295
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -2,755)
-4,832 -6,321 65 1,594 4,055 -3,173 -2,201 418 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.0 1.6 85.4 74.0 87.0 82.7 13.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 24 18 25 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,933
COMMITMENTS
7,344 620 5,369 230,109 241,864 242,822 247,853 13,111 8,080
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,321)
-1,407 0 122 6,762 1,864 5,477 1,986 -3,156 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 2.1 89.9 94.5 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 43 40 47 44
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,601
COMMITMENTS
11,537 14,580 7,433 134,958 140,407 153,928 162,420 12,673 4,181
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 9,216)
2,629 1,382 -44 5,590 7,741 8,175 9,079 1,041 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 8.8 4.5 81.0 84.3 92.4 97.5 7.6 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 3 3 37 33 40 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,240
COMMITMENTS
0 4,768 6,076 151,971 144,102 158,047 154,946 12,193 15,294
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,823)
0 766 -415 1,233 1,266 818 1,617 2,005 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 3.6 89.3 84.6 92.8 91.0 7.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 1 34 32 35 34
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,838
COMMITMENTS
0 6,437 2,363 36,658 21,842 39,021 30,642 6,817 15,196
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,036)
0 -1,040 435 -1,466 -1,222 -1,031 -1,827 -5 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.0 5.2 80.0 47.7 85.1 66.8 14.9 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 16 17 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 169,330
COMMITMENTS
26,367 5,492 13,225 120,759 134,204 160,351 152,921 8,979 16,409
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,346)
1,946 1,360 -2,361 2,560 1,640 2,145 639 201 1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 3.2 7.8 71.3 79.3 94.7 90.3 5.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
4 1 5 31 32 36 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,017
COMMITMENTS
0 2,192 480 52,282 45,769 52,762 48,441 4,255 8,576
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 631)
0 224 0 132 1,326 132 1,550 499 -919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.8 0.8 91.7 80.3 92.5 85.0 7.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 23 23 24 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,183,971
COMMITMENTS
156,258 203,863 1234356 1769566 1729163 3160180 3167382 23,791 16,589
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -77,808)
-13,066 20,176 -43,980 -17,343 -50,516 -74,389 -74,320 -3,419 -3,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.4 38.8 55.6 54.3 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 20 42 103 87 150 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 743,865
COMMITMENTS
172,635 54,401 185,092 384,283 500,318 742,010 739,811 1,855 4,054
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 19,282)
20,058 -46,436 5,065 -5,725 61,743 19,398 20,372 -116 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 7.3 24.9 51.7 67.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 14 21 36 37 62 65
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 75,512
COMMITMENTS
8,184 845 4,925 61,520 68,870 74,629 74,640 883 873
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 687)
-133 -4 -457 1,303 1,175 713 713 -26 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 1.1 6.5 81.5 91.2 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 7 11 37 36 50 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,792
COMMITMENTS
434 1,449 1,102 23,193 21,923 24,729 24,474 63 318
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 0)
-976 -976 976 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 5.8 4.4 93.6 88.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 3 1 21 20 22 24
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,141
COMMITMENTS
1,524 0 0 17,574 19,141 19,098 19,141 43 0
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -86)
0 0 0 -86 -86 -86 -86 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 91.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 14 18 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,162
COMMITMENTS
252 1,203 0 13,721 12,959 13,973 14,162 189 0
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.5 0.0 96.9 91.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 11 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,256
COMMITMENTS
180 1,450 888 20,872 19,810 21,940 22,148 316 108
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,628)
-2,580 -2,580 888 90 64 -1,602 -1,628 -26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 6.5 4.0 93.8 89.0 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 3 1 20 21 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,734
COMMITMENTS
2,880 0 300 22,337 25,398 25,517 25,698 1,217 1,036
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 122)
-240 0 100 254 514 114 614 8 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 1.1 83.6 95.0 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 23 25 24
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,776
COMMITMENTS
180 648 1,260 25,056 24,768 26,496 26,676 280 100
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 736)
0 -24 0 736 760 736 736 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 2.4 4.7 93.6 92.5 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 17 12 19 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,900
COMMITMENTS
316 0 1,052 12,000 12,296 13,368 13,348 532 552
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 164)
0 0 0 244 124 244 124 -80 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 0.0 7.6 86.3 88.5 96.2 96.0 3.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,108,079
COMMITMENTS
174,158 134,352 678,406 1180132 1204010 2032695 2016768 75,383 91,311
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 53,471)
1,759 -3,896 25,709 26,144 28,232 53,611 50,045 -141 3,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.4 32.2 56.0 57.1 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
116 103 162 93 102 287 303
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 45,667
COMMITMENTS
29,889 31,892 2,429 512 2,667 32,830 36,988 12,837 8,679
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -6,892)
-818 -2,152 1,453 -118 -781 517 -1,480 -7,409 -5,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.4 69.8 5.3 1.1 5.8 71.9 81.0 28.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 28 16 1 1 29 35
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,674
COMMITMENTS
2,997 7,053 6,460 11,511 6,239 20,968 19,752 7,706 8,922
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,558)
432 123 1,868 79 67 2,379 2,058 179 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 24.6 22.5 40.1 21.8 73.1 68.9 26.9 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 9 11 9 23 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,681
COMMITMENTS
5,187 2,368 0 4,354 8,432 9,541 10,800 2,140 881
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 337)
93 262 0 225 10 318 272 19 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 20.3 0.0 37.3 72.2 81.7 92.5 18.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 10 0 18 23 61 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 6,968
COMMITMENTS
3,412 1,643 0 1,845 4,106 5,257 5,749 1,711 1,219
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -714)
-891 679 -33 70 -1,591 -854 -945 140 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 23.6 0.0 26.5 58.9 75.4 82.5 24.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 6 0 11 16 29 22
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 33,530
COMMITMENTS
1,563 4,445 2,432 22,461 18,669 26,456 25,547 7,074 7,983
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -6,430)
-663 -1,607 202 -5,046 -3,201 -5,507 -4,606 -923 -1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 13.3 7.3 67.0 55.7 78.9 76.2 21.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 15 6 33 30 46 46
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 98,659
COMMITMENTS
9,520 2,977 5,874 71,151 79,144 86,545 87,996 12,115 10,663
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,653)
-242 -277 -2,579 2,122 3,053 -699 197 3,352 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 3.0 6.0 72.1 80.2 87.7 89.2 12.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
20 11 14 52 59 80 78
Updated October 13, 2006