GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,604
COMMITMENTS
0 0 25 3,261 3,579 3,286 3,604 318 0
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 200)
0 0 0 200 200 200 200 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.7 90.5 99.3 91.2 100.0 8.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 0 1 16 17 17 18
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 7,746
COMMITMENTS
224 150 486 6,393 6,606 7,103 7,242 643 504
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 720)
0 0 0 770 675 770 675 -50 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 1.9 6.3 82.5 85.3 91.7 93.5 8.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 25 24 29 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 248,552
COMMITMENTS
20,263 27,726 42,007 151,183 143,508 213,453 213,241 35,099 35,311
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -1,465)
617 -572 -3,276 243 4,502 -2,416 655 951 -2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.2 16.9 60.8 57.7 85.9 85.8 14.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
25 37 37 66 72 116 126
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,370,437
COMMITMENTS
119,762 77,984 634,832 534,520 610,472 1289114 1323288 81,322 47,149
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 34,485)
-3,581 2,241 19,458 15,960 10,927 31,836 32,625 2,649 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.7 46.3 39.0 44.5 94.1 96.6 5.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
53 72 89 92 83 198 195
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,508
COMMITMENTS
4,073 676 8,164 60,972 61,075 73,209 69,915 8,299 11,593
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,153)
1,606 0 -740 5,437 4,853 6,303 4,113 -1,150 1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 0.8 10.0 74.8 74.9 89.8 85.8 10.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 2 18 22 20 24
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,086
COMMITMENTS
9,898 0 1,395 21,291 32,378 32,584 33,773 11,502 10,313
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,233)
-841 0 768 3,185 93 3,112 861 -1,879 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 0.0 3.2 48.3 73.4 73.9 76.6 26.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 2 14 13 16 15
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,669
COMMITMENTS
6,762 0 1,824 101,734 112,792 110,320 114,616 11,349 7,053
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,849)
-604 0 0 363 2,965 -241 2,965 2,090 -1,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 0.0 1.5 83.6 92.7 90.7 94.2 9.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 0 1 25 27 27 28
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,666
COMMITMENTS
18,064 0 0 40,516 54,585 58,580 54,585 10,086 14,081
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 66)
0 0 0 -362 357 -362 357 428 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 0.0 0.0 59.0 79.5 85.3 79.5 14.7 20.5
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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,669
COMMITMENTS
0 4,689 6,140 60,567 55,378 66,707 66,207 3,962 4,462
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,038)
0 134 0 947 1,669 947 1,803 91 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 8.7 85.7 78.4 94.4 93.7 5.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 18 19 20 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,243
COMMITMENTS
1,613 497 4,776 49,507 47,443 55,896 52,716 6,347 9,527
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,271)
0 253 -1,856 4,037 3,690 2,181 2,087 90 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 0.8 7.7 79.5 76.2 89.8 84.7 10.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 17 18 20 20
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,131
COMMITMENTS
3,169 7,845 2,448 95,706 89,717 101,323 100,010 8,808 10,121
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,390)
0 772 -1,021 1,983 2,265 962 2,016 428 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 7.1 2.2 86.9 81.5 92.0 90.8 8.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 1 2 26 25 28 27
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,948
COMMITMENTS
0 6,951 110 20,791 19,800 20,901 26,861 9,047 3,087
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 23.2 0.4 69.4 66.1 69.8 89.7 30.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 1 11 15 12 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,708
COMMITMENTS
0 182 674 55,663 60,347 56,337 61,203 10,371 5,505
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,054)
0 0 0 2,210 1,480 2,210 1,480 -156 574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 83.4 90.5 84.5 91.7 15.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 23 23 24 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,046
COMMITMENTS
0 11,154 4,047 55,645 51,517 59,692 66,718 16,354 9,328
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,849)
0 -2,276 985 2,957 2,654 3,942 1,363 -2,093 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.7 5.3 73.2 67.7 78.5 87.7 21.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 2 21 17 23 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,284
COMMITMENTS
57 372 4,005 41,901 52,873 45,963 57,250 18,321 7,034
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,647)
-1,014 0 650 2,759 4,468 2,395 5,118 252 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.6 6.2 65.2 82.2 71.5 89.1 28.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 1 15 19 16 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,239
COMMITMENTS
670 14,796 9,350 149,103 144,496 159,123 168,642 18,116 8,597
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,720)
18 1,057 -20 6,503 5,845 6,501 6,882 -781 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 8.3 5.3 84.1 81.5 89.8 95.1 10.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 3 5 34 30 39 35
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 90,538
COMMITMENTS
982 0 3,501 75,784 71,221 80,267 74,722 10,271 15,816
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 2,275)
982 -6,182 2,065 425 5,871 3,472 1,754 -1,197 521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 0.0 3.9 83.7 78.7 88.7 82.5 11.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 0 1 23 19 24 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 265,169
COMMITMENTS
5,958 620 5,839 240,811 250,146 252,608 256,605 12,561 8,564
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 9,236)
-1,386 0 470 10,702 8,282 9,786 8,752 -550 484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 0.2 2.2 90.8 94.3 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 1 4 43 39 47 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,393
COMMITMENTS
12,409 13,619 8,743 138,075 143,545 159,227 165,907 11,166 4,486
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 3,792)
872 -961 1,310 3,117 3,138 5,299 3,487 -1,507 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.0 5.1 81.0 84.2 93.4 97.4 6.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 3 3 38 34 41 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,625
COMMITMENTS
0 3,182 5,569 155,025 148,246 160,594 156,997 13,031 16,628
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 3,385)
0 -1,586 -507 3,054 4,144 2,547 2,051 838 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.8 3.2 89.3 85.4 92.5 90.4 7.5 9.6
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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 45,720
COMMITMENTS
0 6,803 2,245 36,658 21,464 38,903 30,512 6,817 15,208
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -118)
0 366 -118 0 -378 -118 -130 0 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.9 4.9 80.2 46.9 85.1 66.7 14.9 33.3
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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,056
COMMITMENTS
31,558 7,070 12,439 122,188 142,538 166,185 162,047 8,871 13,009
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,726)
5,191 1,578 -786 1,429 8,334 5,834 9,126 -108 -3,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.0 7.1 69.8 81.4 94.9 92.6 5.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 1 5 32 35 37 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,079
COMMITMENTS
0 3,574 240 53,363 46,131 53,603 49,945 4,476 8,134
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,062)
0 1,382 -240 1,081 362 841 1,504 221 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.2 0.4 91.9 79.4 92.3 86.0 7.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 1 23 24 24 26
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,191,136
COMMITMENTS
163,449 215,376 1219893 1782507 1738397 3165849 3173666 25,287 17,470
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 7,165)
7,191 11,513 -14,463 12,941 9,234 5,669 6,284 1,496 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.7 38.2 55.9 54.5 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
28 19 43 104 90 150 135
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 756,879
COMMITMENTS
168,288 47,440 193,648 392,869 511,527 754,805 752,615 2,074 4,264
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 13,014)
-4,347 -6,961 8,556 8,586 11,209 12,795 12,804 219 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 6.3 25.6 51.9 67.6 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 13 23 38 39 66 66
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,668
COMMITMENTS
8,253 696 4,893 62,391 70,175 75,537 75,764 1,131 904
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,155)
68 -150 -32 871 1,306 908 1,124 248 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.9 6.4 81.4 91.5 98.5 98.8 1.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 9 37 36 48 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,428
COMMITMENTS
434 1,959 1,102 23,703 21,923 25,239 24,984 189 444
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 636)
0 510 0 510 0 510 510 126 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.7 4.3 93.2 86.2 99.3 98.3 0.7 1.7
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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,013
COMMITMENTS
1,524 0 0 17,446 19,013 18,970 19,013 43 0
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -128)
0 0 0 -128 -128 -128 -128 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 10/17/06 |
--------------------------------------------------------------| 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 10/10/06 (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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 22,016
COMMITMENTS
230 1,140 938 20,552 19,830 21,720 21,908 296 108
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -240)
50 -310 50 -320 20 -220 -240 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.2 4.3 93.4 90.1 98.7 99.5 1.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 21 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,688
COMMITMENTS
2,800 0 300 21,943 25,340 25,043 25,640 1,645 1,048
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -46)
-80 0 0 -394 -58 -474 -58 428 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 1.1 82.2 94.9 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 22 22 24 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,294
COMMITMENTS
140 1,608 1,260 25,614 24,326 27,014 27,194 280 100
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 518)
-40 960 0 558 -442 518 518 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 5.9 4.6 93.8 89.1 99.0 99.6 1.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 18 12 20 14
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| 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
256 0 1,052 12,060 12,296 13,368 13,348 532 552
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 0)
-60 0 0 60 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.0 7.6 86.8 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 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,003,402
COMMITMENTS
163,356 123,428 610,171 1154218 1180015 1927745 1913614 75,657 89,789
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -104,677)
-10,802 -10,924 -68,235 -25,914 -23,995 -104,951 -103,154 274 -1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 6.2 30.5 57.6 58.9 96.2 95.5 3.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
109 102 152 95 101 282 290
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 35,752
COMMITMENTS
18,036 23,519 1,175 386 1,561 19,597 26,255 16,155 9,497
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -9,915)
-11,853 -8,373 -1,254 -126 -1,106 -13,233 -10,733 3,318 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 65.8 3.3 1.1 4.4 54.8 73.4 45.2 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 8 1 2 22 21
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 29,807
COMMITMENTS
3,852 7,064 6,880 11,261 6,312 21,993 20,256 7,814 9,551
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,133)
855 11 420 -250 73 1,025 504 108 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 23.7 23.1 37.8 21.2 73.8 68.0 26.2 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 9 10 8 23 19
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 11,498
COMMITMENTS
5,194 2,404 120 4,272 8,423 9,586 10,947 1,912 551
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -183)
7 36 120 -82 -9 45 147 -228 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 20.9 1.0 37.2 73.3 83.4 95.2 16.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
40 13 3 17 23 59 38
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,288
COMMITMENTS
3,320 1,572 2 2,250 4,498 5,572 6,072 1,716 1,216
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 320)
-92 -71 2 405 392 315 323 5 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 21.6 0.0 30.9 61.7 76.5 83.3 23.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 6 1 11 20 30 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 31,242
COMMITMENTS
1,145 5,032 2,683 19,645 15,840 23,473 23,555 7,769 7,687
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -2,288)
-418 587 251 -2,816 -2,829 -2,983 -1,992 694 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 16.1 8.6 62.9 50.7 75.1 75.4 24.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 10 5 30 31 40 44
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 104,225
COMMITMENTS
10,595 4,218 5,812 77,467 85,277 93,874 95,307 10,351 8,918
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,566)
1,075 1,241 -62 6,316 6,132 7,329 7,311 -1,763 -1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.0 5.6 74.3 81.8 90.1 91.4 9.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 9 10 53 64 80 83
Updated October 20, 2006