NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 6,459
COMMITMENTS
1,280 1,480 0 4,603 4,204 5,883 5,684 576 775
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 80)
100 0 0 330 380 430 380 -350 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 22.9 0.0 71.3 65.1 91.1 88.0 8.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 0 18 20 20 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 186,095
COMMITMENTS
23,983 10,409 22,844 113,494 125,400 160,321 158,653 25,774 27,442
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 722)
2,183 -994 -670 4,330 3,131 5,843 1,467 -5,121 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 5.6 12.3 61.0 67.4 86.2 85.3 13.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
40 23 37 66 74 124 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 943,615
COMMITMENTS
106,283 72,103 398,993 364,803 439,602 870,079 910,698 73,536 32,917
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -4,225)
9,105 6,662 -18,373 6,909 7,696 -2,359 -4,015 -1,866 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 7.6 42.3 38.7 46.6 92.2 96.5 7.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
66 54 82 97 78 209 174
E-MINY NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023655
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 16,909
COMMITMENTS
5,708 10,640 1,817 3,432 808 10,957 13,265 5,952 3,644
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 5,112)
3,028 3,091 219 688 480 3,935 3,790 1,177 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 62.9 10.7 20.3 4.8 64.8 78.4 35.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 9 4 3 2 13 13
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 78,294
COMMITMENTS
1,306 1,830 10,393 61,008 59,341 72,707 71,564 5,587 6,730
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,638)
1,286 -3,084 693 1,260 6,210 3,239 3,819 -601 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 2.3 13.3 77.9 75.8 92.9 91.4 7.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 2 2 23 24 25 27
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,826
COMMITMENTS
8,053 2,499 1,908 31,347 37,132 41,308 41,539 6,518 6,287
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,645)
1,202 278 -70 535 1,039 1,667 1,247 -22 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 5.2 4.0 65.5 77.6 86.4 86.9 13.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 4 22 22 27 26
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 121,004
COMMITMENTS
8,882 0 1,824 100,700 108,497 111,406 110,321 9,598 10,683
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -487)
64 0 0 -551 -673 -487 -673 0 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 1.5 83.2 89.7 92.1 91.2 7.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 1 25 26 27 27
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,465
COMMITMENTS
11,984 0 0 60,398 69,350 72,382 69,350 7,083 10,115
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,176)
0 0 0 836 1,176 836 1,176 340 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 0.0 0.0 76.0 87.3 91.1 87.3 8.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 0 25 22 26 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,681
COMMITMENTS
424 12,108 3,440 67,556 56,001 71,420 71,549 4,261 4,132
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 3,900)
0 1,655 580 4,230 1,485 4,810 3,720 -910 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 16.0 4.5 89.3 74.0 94.4 94.5 5.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 4 2 22 20 25 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,971
COMMITMENTS
2,817 2,486 5,633 50,014 44,636 58,464 52,755 3,507 9,216
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,414)
866 0 -569 2,633 1,065 2,930 496 -1,516 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 4.0 9.1 80.7 72.0 94.3 85.1 5.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 3 20 21 24 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 120,484
COMMITMENTS
0 11,890 6,588 103,087 92,404 109,675 110,882 10,809 9,602
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 5,611)
0 2,203 821 4,730 2,316 5,551 5,340 60 271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.9 5.5 85.6 76.7 91.0 92.0 9.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 2 2 34 28 36 30
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,614
COMMITMENTS
308 5,436 1,889 29,575 29,461 31,772 36,786 7,842 2,828
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,260)
178 -520 464 2,165 1,682 2,807 1,626 -1,547 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 13.7 4.8 74.7 74.4 80.2 92.9 19.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 4 17 21 21 25
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,585
COMMITMENTS
0 11,233 3,838 60,808 50,702 64,646 65,773 9,939 8,812
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,152)
0 214 -609 2,761 2,547 2,152 2,152 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.1 5.1 81.5 68.0 86.7 88.2 13.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 2 2 18 15 20 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,489
COMMITMENTS
6,003 616 3,132 39,702 43,454 48,837 47,202 4,652 6,287
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,201)
934 248 1,498 -243 304 2,189 2,050 12 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 1.2 5.9 74.2 81.2 91.3 88.2 8.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 17 16 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,435
COMMITMENTS
5,986 0 122 63,520 71,696 69,628 71,818 9,807 7,617
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 832)
0 0 0 762 48 762 48 70 784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.2 80.0 90.3 87.7 90.4 12.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 0 1 25 23 27 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 86,321
COMMITMENTS
0 12,500 4,218 76,255 59,454 80,473 76,172 5,848 10,149
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 5,744)
-1,037 6,160 -1,065 8,089 -2,361 5,987 2,734 -243 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.5 4.9 88.3 68.9 93.2 88.2 6.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 3 1 31 28 32 31
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,806
COMMITMENTS
0 416 3,792 50,901 52,581 54,693 56,789 10,113 8,017
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 141)
-1,007 416 -94 998 -118 -103 204 244 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 5.9 78.5 81.1 84.4 87.6 15.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 1 1 21 21 22 22
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,162
COMMITMENTS
1,240 4,174 2,580 51,878 50,288 55,698 57,042 1,464 120
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 5,028)
1,200 268 1,380 1,592 3,260 4,172 4,908 856 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 7.3 4.5 90.8 88.0 97.4 99.8 2.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 4 2 14 14 18 19
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,187
COMMITMENTS
1,245 10,082 18,738 155,664 153,828 175,647 182,648 13,540 6,539
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 4,511)
415 993 3,644 -700 399 3,359 5,036 1,152 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 5.3 9.9 82.3 81.3 92.8 96.5 7.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 5 7 37 32 44 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 98,585
COMMITMENTS
6,697 4,170 4,521 76,860 78,008 88,078 86,699 10,507 11,886
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 3,671)
-342 0 709 1,294 2,530 1,661 3,239 2,010 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.2 4.6 78.0 79.1 89.3 87.9 10.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 24 23 27 26
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,947
COMMITMENTS
1,752 4,038 2,068 65,519 62,297 69,339 68,403 608 1,544
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 3,394)
1,712 780 868 814 1,626 3,394 3,274 0 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 5.8 3.0 93.7 89.1 99.1 97.8 0.9 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 2 20 21 24 26
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 270,375
COMMITMENTS
14,279 0 4,310 246,091 258,700 264,680 263,010 5,695 7,365
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,547)
3,568 -471 -1,291 -862 3,331 1,415 1,569 132 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 0.0 1.6 91.0 95.7 97.9 97.3 2.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 0 5 48 48 54 53
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,382
COMMITMENTS
13,482 762 10,295 127,583 145,111 151,360 156,168 9,022 4,214
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -873)
-829 620 -210 440 -99 -599 311 -274 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 0.5 6.4 79.5 90.5 94.4 97.4 5.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
3 1 4 36 35 40 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,088
COMMITMENTS
0 2,846 7,033 146,231 142,726 153,264 152,605 8,824 9,483
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,608)
0 -91 -2,854 5,706 6,311 2,852 3,366 -1,244 -1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 1.8 4.3 90.2 88.1 94.6 94.1 5.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
0 2 2 40 39 42 41
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,385
COMMITMENTS
13,479 556 32,899 128,566 139,551 174,944 173,006 7,441 9,379
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 6,584)
470 -337 2,787 3,090 3,708 6,347 6,158 237 426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.3 18.0 70.5 76.5 95.9 94.9 4.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 33 35 40 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,517
COMMITMENTS
0 3,402 122 54,036 45,441 54,158 48,965 4,359 9,552
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 3,234)
0 -1,108 0 2,960 5,531 2,960 4,423 274 -1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.8 0.2 92.3 77.7 92.6 83.7 7.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 20 20 21 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,085,076
COMMITMENTS
353,827 64,311 1172558 1535266 1831760 3061651 3068629 23,425 16,447
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 51,143)
-96,857 -17,544 73,392 73,829 -6,612 50,364 49,236 779 1,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 2.1 38.0 49.8 59.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
27 17 43 105 86 149 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 774,533
COMMITMENTS
184,240 145,270 178,012 408,114 446,173 770,366 769,455 4,167 5,078
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 63,961)
27,415 11,035 12,794 22,527 38,345 62,736 62,174 1,225 1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 18.8 23.0 52.7 57.6 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 14 23 39 36 69 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 49,361
COMMITMENTS
11,444 1,190 4,192 32,831 43,241 48,467 48,623 894 738
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 120)
560 20 -520 100 680 140 180 -20 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 2.4 8.5 66.5 87.6 98.2 98.5 1.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 4 7 37 38 47 47
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 30,031
COMMITMENTS
1,324 3,428 212 28,389 26,030 29,925 29,670 106 361
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 40)
0 0 0 550 40 550 40 -510 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 11.4 0.7 94.5 86.7 99.6 98.8 0.4 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 22 26 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 20,202
COMMITMENTS
1,845 172 69 18,288 19,961 20,202 20,202 0 0
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -46)
0 0 0 0 0 0 0 -46 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 0.9 0.3 90.5 98.8 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 1 1 17 17 20 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 15,701
COMMITMENTS
556 1,653 69 14,669 13,919 15,294 15,641 407 60
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 10.5 0.4 93.4 88.7 97.4 99.6 2.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 3 1 15 12 17 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,558
COMMITMENTS
3,020 4,278 110 23,176 22,030 26,306 26,418 252 140
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 304)
0 0 0 324 384 324 384 -20 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 16.1 0.4 87.3 83.0 99.1 99.5 0.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 3 2 22 23 25 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,779
COMMITMENTS
3,160 190 330 21,749 25,428 25,239 25,948 1,540 831
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -40)
0 0 0 -280 -40 -280 -40 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.7 1.2 81.2 95.0 94.2 96.9 5.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 23 25 25
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,770
COMMITMENTS
840 462 820 21,060 21,488 22,720 22,770 50 0
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 312)
0 240 -48 360 120 312 312 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 2.0 3.6 92.5 94.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 14 15 16 18
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 14,172
COMMITMENTS
360 12 1,080 12,486 12,920 13,926 14,012 246 160
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 104)
0 0 0 80 104 80 104 24 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 0.1 7.6 88.1 91.2 98.3 98.9 1.7 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 15 16 17 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,122,955
COMMITMENTS
183,323 114,408 242,319 640,982 704,973 1066624 1061700 56,331 61,255
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -86,995)
-12,978 1,901 -20,885 -49,226 -60,076 -83,089 -79,060 -3,906 -7,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 10.2 21.6 57.1 62.8 95.0 94.5 5.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
87 88 110 79 93 233 240
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 25,278
COMMITMENTS
14,034 15,687 578 1,600 1,270 16,212 17,535 9,066 7,743
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -14,084)
-7,255 -7,152 -4,065 65 716 -11,255 -10,501 -2,829 -3,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 62.1 2.3 6.3 5.0 64.1 69.4 35.9 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
20 11 7 1 1 22 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 25,514
COMMITMENTS
2,711 6,415 2,996 11,281 6,603 16,988 16,014 8,526 9,500
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -8,398)
-3,723 -2,348 -966 -1,363 -4,486 -6,052 -7,800 -2,346 -598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 25.1 11.7 44.2 25.9 66.6 62.8 33.4 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 6 7 12 12 22 20
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,074
COMMITMENTS
6,663 1,461 1,233 2,847 10,022 10,743 12,716 2,331 358
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 163)
128 -224 306 -293 157 141 239 22 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 11.2 9.4 21.8 76.7 82.2 97.3 17.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
59 6 4 19 25 82 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,877
COMMITMENTS
5,533 383 436 1,576 8,047 7,545 8,866 2,332 1,011
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -71)
-119 -60 48 -18 -118 -89 -130 18 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 3.9 4.4 16.0 81.5 76.4 89.8 23.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
22 1 5 7 20 32 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 69,327
COMMITMENTS
11,345 4,934 3,180 41,647 53,133 56,172 61,247 13,155 8,080
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -2,377)
-1,871 -349 273 -366 -1,682 -1,964 -1,758 -413 -619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 7.1 4.6 60.1 76.6 81.0 88.3 19.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
34 14 23 55 61 96 91
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 67,687
COMMITMENTS
11,487 361 4,640 46,223 57,598 62,350 62,599 5,337 5,088
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 4,322)
-529 159 -808 4,917 4,459 3,580 3,810 742 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 0.5 6.9 68.3 85.1 92.1 92.5 7.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
14 4 9 40 48 58 57
Updated August 18, 2006