NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,783
COMMITMENTS
660 450 0 3,018 2,786 3,678 3,236 105 547
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 141)
0 -225 0 141 366 141 141 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 11.9 0.0 79.8 73.6 97.2 85.5 2.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 17 15 18 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 200,586
COMMITMENTS
23,446 18,739 38,804 105,902 112,905 168,152 170,448 32,435 30,139
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 123)
-1,277 1,656 1,278 -489 -1,558 -489 1,376 611 -1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.3 19.3 52.8 56.3 83.8 85.0 16.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
39 35 44 65 71 122 135
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 895,109
COMMITMENTS
41,718 90,665 401,086 374,102 369,264 816,905 861,015 78,204 34,094
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 8,102)
4,088 7,358 33 4,788 3,451 8,909 10,842 -807 -2,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.1 44.8 41.8 41.3 91.3 96.2 8.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
59 62 82 96 87 201 188
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,256
COMMITMENTS
253 0 2,399 43,302 44,133 45,954 46,532 2,302 1,724
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -166)
-1,197 0 916 1,910 -1,110 1,629 -194 -1,795 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 5.0 89.7 91.5 95.2 96.4 4.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 0 1 19 20 20 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,856
COMMITMENTS
6,721 1,430 1,374 34,210 39,498 42,305 42,302 5,551 5,554
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,680)
778 488 -458 3,329 4,084 3,649 4,114 31 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 3.0 2.9 71.5 82.5 88.4 88.4 11.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 2 16 19 19 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,353
COMMITMENTS
6,648 864 1,253 81,953 88,761 89,854 90,878 11,499 10,475
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,883)
-9,417 472 -472 10,647 4,483 758 4,483 3,125 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 0.9 1.2 80.9 87.6 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 3 2 25 25 29 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,275
COMMITMENTS
1,793 2,360 302 51,680 48,663 53,775 51,325 4,500 6,950
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,534)
260 0 0 2,023 3,813 2,283 3,813 1,251 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 4.0 0.5 88.7 83.5 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 2 1 15 18 17 21
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,304
COMMITMENTS
0 7,834 5,039 55,858 50,079 60,897 62,952 3,407 1,352
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,075)
0 -6,942 3,948 393 6,994 4,341 4,000 -266 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.2 7.8 86.9 77.9 94.7 97.9 5.3 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 4 3 21 20 24 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,229
COMMITMENTS
16,340 3,164 2,550 42,332 57,973 61,222 63,687 8,007 5,542
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 291)
2,742 0 -1,557 -306 1,420 879 -137 -588 428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 4.6 3.7 61.1 83.7 88.4 92.0 11.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 19 21 22 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,045
COMMITMENTS
0 4,874 1,986 64,527 61,358 66,513 68,218 8,532 6,827
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,998)
-76 4,874 -2,167 3,328 -255 1,085 2,452 1,913 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.5 2.6 86.0 81.8 88.6 90.9 11.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 1 1 16 21 17 22
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,968
COMMITMENTS
0 5,715 1,777 34,866 33,041 36,643 40,533 6,325 2,435
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,309)
0 706 152 1,220 1,247 1,372 2,105 -63 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 13.3 4.1 81.1 76.9 85.3 94.3 14.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 17 23 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,000
COMMITMENTS
19,347 34 1,306 32,543 50,569 53,196 51,909 5,804 7,091
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,752)
0 34 214 2,028 2,325 2,242 2,573 -490 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 0.1 2.2 55.2 85.7 90.2 88.0 9.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 3 17 19 20 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,022
COMMITMENTS
0 4,641 2,586 54,269 42,718 56,855 49,945 4,167 11,077
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,321)
0 -741 124 7,463 8,162 7,587 7,545 -2,266 -2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.6 4.2 88.9 70.0 93.2 81.8 6.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 22 19 24 21
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,227
COMMITMENTS
966 22,853 3,944 148,196 133,064 153,106 159,861 11,121 4,366
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 5,826)
-2,873 7,414 282 8,685 -1,646 6,094 6,050 -268 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 13.9 2.4 90.2 81.0 93.2 97.3 6.8 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 3 35 30 38 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,471
COMMITMENTS
13,183 0 404 60,016 70,301 73,603 70,705 5,868 8,766
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 4,894)
6,172 0 -1,671 397 6,855 4,898 5,184 -4 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.5 75.5 88.5 92.6 89.0 7.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 1 17 19 19 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 183,846
COMMITMENTS
5,427 3,046 5,284 162,689 167,304 173,400 175,634 10,446 8,212
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 10,301)
-6,249 1,108 2,297 14,403 6,628 10,451 10,033 -150 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 1.7 2.9 88.5 91.0 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 2 4 34 31 38 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,272
COMMITMENTS
20,780 2,946 12,679 120,696 137,751 154,155 153,376 6,117 6,896
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 1,533)
1,821 -248 -1,632 -91 2,745 98 865 1,435 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 1.8 7.9 75.3 85.9 96.2 95.7 3.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 2 6 34 29 41 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,829
COMMITMENTS
0 11,072 4,304 127,371 109,811 131,675 125,187 10,154 16,642
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 3,036)
0 -7,488 1,238 5,156 10,038 6,394 3,788 -3,358 -752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.8 3.0 89.8 77.4 92.8 88.3 7.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
0 2 2 29 25 31 27
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 32,256
COMMITMENTS
2,134 4,580 426 22,796 22,008 25,356 27,014 6,900 5,242
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.2 1.3 70.7 68.2 78.6 83.7 21.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 13 15 14
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,405
COMMITMENTS
12,140 20,062 19,171 123,684 117,708 154,995 156,941 5,410 3,464
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 9,944)
-9,463 -103 10,398 9,713 4 10,648 10,299 -704 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 12.5 12.0 77.1 73.4 96.6 97.8 3.4 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 3 9 26 32 35 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,306
COMMITMENTS
5,409 7,604 56 42,814 37,051 48,279 44,711 4,027 7,595
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -502)
5,036 -4,223 -1,252 -3,651 4,020 133 -1,455 -635 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.5 0.1 81.9 70.8 92.3 85.5 7.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 1 17 17 19 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,398,270
COMMITMENTS
252,326 64,002 301,933 822,879 1017938 1377138 1383873 21,132 14,397
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -10,835)
-25,573 5,600 326 12,965 -18,012 -12,282 -12,086 1,447 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 4.6 21.6 58.8 72.8 98.5 99.0 1.5 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
31 9 34 86 78 125 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 310,454
COMMITMENTS
64,538 84,500 66,790 175,377 156,761 306,705 308,051 3,749 2,403
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 6,012)
-1,701 -4,330 4,164 3,586 6,821 6,049 6,655 -37 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 27.2 21.5 56.5 50.5 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 10 16 28 26 49 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 88,623
COMMITMENTS
21,925 6,015 17,822 48,588 64,435 88,334 88,272 288 351
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 2,138)
-362 1,020 36 2,500 921 2,174 1,977 -37 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 6.8 20.1 54.8 72.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 5 12 41 41 54 53
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 24,815
COMMITMENTS
1,524 7,507 1,809 21,228 14,990 24,561 24,306 254 509
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 272)
0 243 57 215 -28 272 272 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 30.3 7.3 85.5 60.4 99.0 97.9 1.0 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 6 6 21 21 28 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,747
COMMITMENTS
4,263 1,644 920 7,849 10,757 13,032 13,321 715 426
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 91)
234 -634 -157 60 922 137 131 -46 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 12.0 6.7 57.1 78.2 94.8 96.9 5.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 16 10 20 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,512
COMMITMENTS
4,420 8,472 1,294 19,738 15,666 25,452 25,432 60 80
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -213)
-40 100 -280 147 67 -173 -113 -40 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 33.2 5.1 77.4 61.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 6 7 24 22 32 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,240
COMMITMENTS
9,410 680 1,160 11,113 19,884 21,683 21,724 557 516
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 180)
-280 -40 -130 750 190 340 20 -160 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 3.1 5.2 50.0 89.4 97.5 97.7 2.5 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 4 24 24 28 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,586
COMMITMENTS
720 836 1,360 10,087 9,970 12,167 12,166 419 420
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 528)
20 160 -240 571 448 351 368 177 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.6 10.8 80.1 79.2 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 14 12 18 14
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,467,632
COMMITMENTS
156,165 93,298 403,240 830,822 892,161 1390227 1388698 77,404 78,933
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: -24,964)
1,460 726 -21,337 -4,599 0 -24,476 -20,611 -488 -4,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 6.4 27.5 56.6 60.8 94.7 94.6 5.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
94 97 132 83 92 252 255
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,028
COMMITMENTS
6,857 1,604 209 3,332 11,979 10,398 13,792 3,630 236
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 687)
344 118 209 60 501 613 828 74 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 11.4 1.5 23.8 85.4 74.1 98.3 25.9 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
73 5 2 13 27 88 34
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,836
COMMITMENTS
6,937 916 0 1,564 8,575 8,501 9,491 2,335 1,345
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 931)
891 70 0 91 608 982 678 -51 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 8.5 0.0 14.4 79.1 78.5 87.6 21.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
30 6 0 13 17 43 23
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,076
COMMITMENTS
40,851 6,177 29,842 90,625 130,286 161,319 166,305 21,757 16,771
CHANGES FROM 01/10/06 (CHANGE IN OPEN INTEREST: 11,054)
2,238 282 5,809 1,741 2,451 9,788 8,541 1,266 2,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 3.4 16.3 49.5 71.2 88.1 90.8 11.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
58 17 41 68 79 142 125
Updated January 20, 2006