GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,204
COMMITMENTS
150 50 0 2,720 3,154 2,870 3,204 334 0
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 389)
0 0 0 364 464 364 464 25 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.6 0.0 84.9 98.4 89.6 100.0 10.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 0 14 15 15 16
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,122
COMMITMENTS
308 125 450 6,981 7,189 7,739 7,764 383 358
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 283)
108 -25 0 175 308 283 283 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 1.5 5.5 86.0 88.5 95.3 95.6 4.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 2 25 25 29 27
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 258,624
COMMITMENTS
22,514 30,681 50,570 149,974 143,259 223,058 224,510 35,567 34,115
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,090)
-109 714 4,750 -5,596 -5,494 -955 -29 -135 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.9 19.6 58.0 55.4 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
29 35 39 67 73 117 132
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,350,586
COMMITMENTS
116,429 86,914 609,507 555,949 611,499 1281885 1307921 68,701 42,665
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 31,364)
1,341 1,268 10,085 22,691 18,088 34,118 29,441 -2,753 1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.4 45.1 41.2 45.3 94.9 96.8 5.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
60 69 96 91 83 208 194
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,879
COMMITMENTS
5,058 0 6,232 65,298 67,998 76,588 74,230 9,291 11,649
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 6,801)
2,098 0 -1,828 6,329 8,343 6,599 6,515 202 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 0.0 7.3 76.0 79.2 89.2 86.4 10.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 17 23 19 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,361
COMMITMENTS
9,328 0 452 23,607 35,186 33,387 35,638 10,974 8,723
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,546)
1,079 0 -233 2,556 2,077 3,402 1,844 -1,856 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 0.0 1.0 53.2 79.3 75.3 80.3 24.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 21 19 23 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 128,149
COMMITMENTS
8,148 0 2,190 110,150 117,014 120,488 119,204 7,661 8,945
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,282)
-245 0 152 2,466 1,126 2,373 1,278 -91 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 0.0 1.7 86.0 91.3 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 26 27 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,670
COMMITMENTS
17,422 0 0 37,146 52,730 54,568 52,730 11,102 12,940
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 918)
-642 0 0 1,098 2,872 456 2,872 462 -1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 0.0 0.0 56.6 80.3 83.1 80.3 16.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 13 15 13
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,261
COMMITMENTS
0 3,449 5,616 60,806 54,954 66,422 64,019 2,839 5,242
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,382)
0 358 878 808 447 1,686 1,683 -304 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.0 8.1 87.8 79.3 95.9 92.4 4.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 3 3 20 20 23 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,499
COMMITMENTS
6,726 0 3,631 46,669 49,706 57,026 53,337 5,473 9,162
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,003)
766 0 669 1,029 1,243 2,464 1,912 -461 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 0.0 5.8 74.7 79.5 91.2 85.3 8.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 0 2 19 20 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,161
COMMITMENTS
4,173 3,417 3,312 87,176 86,672 94,661 93,401 8,500 9,760
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 909)
364 374 -207 -8 660 149 827 760 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 3.3 3.2 84.5 84.0 91.8 90.5 8.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 2 2 26 25 28 28
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,824
COMMITMENTS
0 6,999 1,307 57,740 53,016 59,047 61,322 11,777 9,502
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -28)
0 484 -124 636 -388 512 -28 -540 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 1.8 81.5 74.9 83.4 86.6 16.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 16 15 17 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,833
COMMITMENTS
0 242 614 54,511 58,164 55,125 59,020 8,708 4,813
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 329)
0 0 0 315 447 315 447 14 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 1.0 85.4 91.1 86.4 92.5 13.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 23 24 24 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,460
COMMITMENTS
224 8,540 3,815 63,238 60,968 67,277 73,323 15,183 9,137
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,224)
89 3,439 -2,267 7,275 1,576 5,097 2,748 -2,873 -524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 10.4 4.6 76.7 73.9 81.6 88.9 18.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 2 22 19 25 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,010
COMMITMENTS
0 1,454 2,354 41,017 53,507 43,371 57,315 19,639 5,695
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -190)
0 -220 62 202 270 264 112 -454 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.3 3.7 65.1 84.9 68.8 91.0 31.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 2 1 17 18 18 20
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,054
COMMITMENTS
4,351 10,636 16,864 144,655 145,338 165,870 172,838 17,184 10,216
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,146)
-3,251 -74 1,645 1,106 -2,356 -500 -785 -646 -361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.8 9.2 79.0 79.4 90.6 94.4 9.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 3 5 36 32 41 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,100
COMMITMENTS
3,415 0 2,494 72,946 72,577 78,855 75,071 9,245 13,029
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,433)
-1,811 0 193 -510 -1,403 -2,128 -1,210 695 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.0 2.8 82.8 82.4 89.5 85.2 10.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 2 24 21 26 23
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,778
COMMITMENTS
1,488 0 0 55,478 52,994 56,966 52,994 2,812 6,784
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -4,900)
888 -3,030 0 -5,858 -6,388 -4,970 -9,418 70 4,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 0.0 0.0 92.8 88.7 95.3 88.7 4.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 17 10 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 274,808
COMMITMENTS
8,060 496 7,393 249,061 260,462 264,514 268,351 10,294 6,457
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 222)
-2,346 0 -142 1,790 784 -698 642 920 -420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 0.2 2.7 90.6 94.8 96.3 97.7 3.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 1 5 45 43 50 48
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 180,258
COMMITMENTS
21,568 5,046 15,462 132,285 154,857 169,315 175,365 10,943 4,893
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,404)
801 -5,878 3,491 -2,804 3,241 1,488 854 -2,892 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.8 8.6 73.4 85.9 93.9 97.3 6.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 2 2 36 34 39 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 170,670
COMMITMENTS
248 1,676 5,221 153,040 149,670 158,509 156,567 12,161 14,103
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 887)
-62 -3,573 1,334 575 3,810 1,847 1,571 -960 -684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 1.0 3.1 89.7 87.7 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 2 2 35 36 38 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,241
COMMITMENTS
0 4,102 2,135 33,897 20,642 36,032 26,879 7,209 16,362
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -2,868)
0 -1,228 -501 -1,884 -1,816 -2,385 -3,545 -483 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 4.9 78.4 47.7 83.3 62.2 16.7 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 14 17 16
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 192,812
COMMITMENTS
45,670 7,179 12,332 124,317 158,462 182,319 177,973 10,493 14,839
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 10,493)
4,752 1,672 -909 5,011 10,278 8,854 11,041 1,639 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 3.7 6.4 64.5 82.2 94.6 92.3 5.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 1 5 32 34 38 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,496
COMMITMENTS
0 4,184 360 52,367 43,006 52,727 47,550 3,769 8,946
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,889)
0 0 0 2,889 3,742 2,889 3,742 0 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 0.6 92.7 76.1 93.3 84.2 6.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 21 25 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,149,611
COMMITMENTS
163,864 153,293 1153890 1807326 1827467 3125080 3134650 24,531 14,961
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 6,548)
1,201 -11,736 12,081 -10,456 2,953 2,826 3,298 3,722 3,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 4.9 36.6 57.4 58.0 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
27 21 43 103 88 150 134
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 781,483
COMMITMENTS
159,319 41,225 210,984 408,677 524,587 778,980 776,796 2,503 4,687
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 33,969)
11,528 7,666 9,568 14,703 17,127 35,799 34,361 -1,830 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 5.3 27.0 52.3 67.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 11 22 37 38 62 63
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 77,966
COMMITMENTS
6,196 1,089 3,974 67,198 72,225 77,368 77,288 598 678
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,132)
-41 20 -20 4,141 3,962 4,080 3,961 53 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.4 5.1 86.2 92.6 99.2 99.1 0.8 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 6 9 40 39 52 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,728
COMMITMENTS
610 655 926 22,110 21,769 23,646 23,350 82 378
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 126)
0 0 0 126 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 2.8 3.9 93.2 91.7 99.7 98.4 0.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 2 1 19 20 20 23
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 18,463
COMMITMENTS
1,348 0 0 17,072 18,463 18,420 18,463 43 0
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 92.5 100.0 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 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,414
COMMITMENTS
0 961 0 13,291 12,453 13,291 13,414 123 0
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 0.0 99.1 92.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 3 0 12 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,242
COMMITMENTS
120 1,076 832 19,048 18,266 20,000 20,174 242 68
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 100)
0 -40 0 120 140 120 100 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 5.3 4.1 94.1 90.2 98.8 99.7 1.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 1 19 21 21 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,306
COMMITMENTS
2,330 0 300 22,414 24,884 25,044 25,184 1,262 1,122
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -764)
-240 0 0 -314 -894 -554 -894 -210 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 1.1 85.2 94.6 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 0 1 25 22 26 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,666
COMMITMENTS
0 968 1,880 24,214 23,668 26,094 26,516 572 150
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 222)
0 -240 240 0 212 240 212 -18 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 7.1 90.8 88.8 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 1 18 13 19 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,338
COMMITMENTS
0 580 632 12,134 11,702 12,766 12,914 572 424
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 112)
0 40 0 112 52 112 92 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.3 4.7 91.0 87.7 95.7 96.8 4.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 15 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,874,398
COMMITMENTS
174,181 135,883 540,352 1093614 1111201 1808146 1787436 66,251 86,962
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -173,633)
-2,767 7,640 -101,927 -62,316 -80,301 -167,009 -174,588 -6,623 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.2 28.8 58.3 59.3 96.5 95.4 3.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
99 115 146 96 100 283 287
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 26,946
COMMITMENTS
8,756 16,730 1,916 2,583 1,998 13,255 20,644 13,691 6,302
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -3,205)
-3,147 -1,613 996 1,492 -694 -659 -1,311 -2,546 -1,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 62.1 7.1 9.6 7.4 49.2 76.6 50.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 10 6 3 2 17 15
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 38,055
COMMITMENTS
6,948 5,597 8,371 14,807 15,884 30,126 29,852 7,929 8,203
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,815)
-1,056 357 2,379 3,166 2,127 4,489 4,863 326 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.7 22.0 38.9 41.7 79.2 78.4 20.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 9 11 11 23 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,931
COMMITMENTS
5,916 2,372 683 4,029 9,572 10,628 12,627 2,303 304
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -32)
-342 -211 633 -317 -445 -26 -23 -6 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 18.3 5.3 31.2 74.0 82.2 97.6 17.8 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
53 8 6 17 25 74 37
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 8,258
COMMITMENTS
4,084 1,336 0 2,163 5,986 6,247 7,322 2,011 936
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -827)
-28 -212 -71 -897 -386 -996 -669 169 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 16.2 0.0 26.2 72.5 75.6 88.7 24.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 6 0 12 19 33 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 12,975
COMMITMENTS
877 818 1,144 7,143 7,379 9,164 9,341 3,811 3,633
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -1,719)
-16 -364 -51 -1,284 -1,322 -1,351 -1,737 -368 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 6.3 8.8 55.1 56.9 70.6 72.0 29.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 5 17 12 24 18
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 126,065
COMMITMENTS
15,455 8,871 6,381 91,187 97,601 113,024 112,853 13,041 13,212
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 7,068)
1,755 -2,355 146 4,899 8,402 6,800 6,193 268 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.0 5.1 72.3 77.4 89.7 89.5 10.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
23 14 14 60 74 93 98
Updated November 17, 2006