NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,986
COMMITMENTS
0 900 0 2,933 1,377 2,933 2,277 53 709
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 30.1 0.0 98.2 46.1 98.2 76.3 1.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 16 14 16 15
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 182,746
COMMITMENTS
20,691 25,802 19,771 112,857 108,873 153,319 154,446 29,427 28,300
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -1,743)
2,703 1,547 -4,404 962 -279 -739 -3,136 -1,004 1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 14.1 10.8 61.8 59.6 83.9 84.5 16.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
39 28 39 71 67 127 120
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 536,589
COMMITMENTS
43,818 93,999 167,759 253,145 241,344 464,722 503,102 71,867 33,487
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -13,469)
-2,145 -1,672 -1,080 -7,858 -9,500 -11,083 -12,252 -2,386 -1,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 17.5 31.3 47.2 45.0 86.6 93.8 13.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
42 53 63 89 73 169 154
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,980
COMMITMENTS
2,482 372 554 46,503 51,120 49,539 52,046 5,441 2,934
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 64)
62 0 0 2 64 64 64 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 0.7 1.0 84.6 93.0 90.1 94.7 9.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 18 18 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,134
COMMITMENTS
0 7,375 1,018 32,564 24,251 33,582 32,644 5,552 6,490
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -335)
0 -1,100 96 -431 669 -335 -335 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 18.8 2.6 83.2 62.0 85.8 83.4 14.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,417
COMMITMENTS
18,720 2,367 3,069 81,330 93,648 103,119 99,084 6,298 10,333
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 999)
1,904 59 236 -1,133 642 1,007 937 -8 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 2.2 2.8 74.3 85.6 94.2 90.6 5.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 27 27 32 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,429
COMMITMENTS
2,904 5,684 0 49,656 43,817 52,560 49,501 3,869 6,928
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 367)
0 0 0 305 429 305 429 62 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 10.1 0.0 88.0 77.6 93.1 87.7 6.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 15 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,202
COMMITMENTS
0 11,500 3,393 57,608 51,458 61,001 66,351 7,201 1,851
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -7,760)
0 -203 -589 -2,688 -1,775 -3,277 -2,567 -4,483 -5,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.9 5.0 84.5 75.4 89.4 97.3 10.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 18 18 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,592
COMMITMENTS
21,298 6,257 3,385 43,573 61,730 68,256 71,372 8,336 5,220
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -279)
932 736 -1,325 785 971 392 382 -671 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 8.2 4.4 56.9 80.6 89.1 93.2 10.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 20 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,624
COMMITMENTS
0 4 3,045 59,956 56,009 63,001 59,058 2,623 6,566
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 546)
0 -1,666 1,244 -822 512 422 90 124 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 4.6 91.4 85.3 96.0 90.0 4.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,047
COMMITMENTS
0 6,074 3,636 45,626 40,122 49,262 49,832 5,785 5,215
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -2,826)
0 -862 614 -1,166 -335 -552 -583 -2,274 -2,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.0 6.6 82.9 72.9 89.5 90.5 10.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 18 25 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,761
COMMITMENTS
0 4,056 18 39,779 38,217 39,797 42,291 7,964 5,470
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -396)
0 -120 0 -120 0 -120 -120 -276 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.5 0.0 83.3 80.0 83.3 88.5 16.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 12 15 13
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,805
COMMITMENTS
1,315 0 2,633 36,099 36,507 40,047 39,140 3,758 4,665
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 0)
577 0 0 -87 0 490 0 -490 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 0.0 6.0 82.4 83.3 91.4 89.4 8.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 15 15 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,050
COMMITMENTS
18,531 0 1,824 41,375 60,358 61,730 62,182 5,320 4,868
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -552)
-180 0 0 205 155 25 155 -577 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 0.0 2.7 61.7 90.0 92.1 92.7 7.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 0 3 17 21 21 24
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,477
COMMITMENTS
4,336 888 2,746 37,087 37,471 44,169 41,105 8,308 11,372
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -459)
1,152 310 -873 -652 595 -373 32 -86 -491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 1.7 5.2 70.7 71.4 84.2 78.3 15.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 18 15 20 18
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,339
COMMITMENTS
1,697 248 899 50,523 50,905 53,119 52,052 7,220 8,287
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 349)
1,662 0 -778 -62 525 822 -253 -473 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 0.4 1.5 83.7 84.4 88.0 86.3 12.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 1 16 16 17 18
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,288
COMMITMENTS
10,881 1,074 2,880 46,751 58,024 60,512 61,978 1,776 310
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 1.7 4.6 75.1 93.2 97.1 99.5 2.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 2 14 15 17 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,008
COMMITMENTS
2,290 10,161 11,156 149,915 148,474 163,361 169,791 15,647 9,217
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -529)
0 -436 396 -688 129 -292 89 -237 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.7 6.2 83.7 82.9 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 4 5 35 31 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,402
COMMITMENTS
2,658 182 4,423 68,868 72,424 75,949 77,029 9,453 8,373
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -122)
0 -467 0 0 1,521 0 1,054 -122 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.2 5.2 80.6 84.8 88.9 90.2 11.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 18 20 20 21
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,794
COMMITMENTS
14,841 454 2,880 49,090 62,960 66,811 66,294 1,983 2,500
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,592)
-3,979 -972 1,200 4,340 3,069 1,561 3,297 31 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 0.7 4.2 71.4 91.5 97.1 96.4 2.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 2 2 17 19 20 22
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,005
COMMITMENTS
6,765 0 4,801 136,124 142,918 147,690 147,719 7,315 7,286
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -226)
-306 0 464 -1,035 604 -877 1,068 651 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 3.1 87.8 92.2 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 0 2 34 33 37 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 165,978
COMMITMENTS
16,992 1,415 17,191 127,183 144,531 161,366 163,137 4,612 2,841
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 3,617)
1,237 0 -189 1,614 3,469 2,662 3,280 955 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.9 10.4 76.6 87.1 97.2 98.3 2.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 36 32 44 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 141,492
COMMITMENTS
4,782 5,115 4,161 117,140 116,428 126,083 125,704 15,409 15,788
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -514)
249 -248 22 -717 -1,122 -446 -1,348 -68 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 3.6 2.9 82.8 82.3 89.1 88.8 10.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 26 30 28
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,705
COMMITMENTS
6,305 20,369 11,925 133,801 121,834 152,031 154,128 7,674 5,577
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -362)
1,960 -43 -1,506 788 2,488 1,242 939 -1,604 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.8 7.5 83.8 76.3 95.2 96.5 4.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 27 29 35 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,852
COMMITMENTS
1,171 15,356 3,164 59,441 39,062 63,776 57,582 2,076 8,270
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 2,121)
62 -1,178 589 1,621 3,194 2,272 2,605 -151 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 23.3 4.8 90.3 59.3 96.8 87.4 3.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 17 20 23 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,386,398
COMMITMENTS
339,526 66,436 270,650 736,918 1018931 1347094 1356017 39,304 30,381
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -78,932)
8,783 10,883 -23,536 -59,558 -59,791 -74,311 -72,444 -4,621 -6,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 4.8 19.5 53.2 73.5 97.2 97.8 2.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
30 10 32 85 75 124 108
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 285,799
COMMITMENTS
80,416 97,406 53,111 149,135 133,580 282,662 284,097 3,137 1,702
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -42,402)
-574 -10,004 -20,740 -21,562 -11,864 -42,876 -42,608 474 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 34.1 18.6 52.2 46.7 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 7 14 28 27 45 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,834
COMMITMENTS
22,696 10,468 10,782 39,181 51,277 72,659 72,527 175 307
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -56)
160 1,420 -500 241 -1,233 -99 -313 43 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 14.4 14.8 53.8 70.4 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 7 9 38 40 47 50
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,610
COMMITMENTS
6,293 4,185 2,077 18,219 19,839 26,589 26,101 21 509
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 872)
1,528 101 -145 -532 916 851 872 21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 15.7 7.8 68.5 74.6 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 4 6 22 24 29 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,836
COMMITMENTS
1,677 5,453 846 9,973 6,451 12,496 12,750 340 86
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 254)
0 254 -86 0 0 -86 168 340 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 42.5 6.6 77.7 50.3 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 17 11 21 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,552
COMMITMENTS
4,140 5,360 2,364 14,415 13,588 20,919 21,312 633 240
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,140)
240 -60 -10 450 1,314 680 1,244 460 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 24.9 11.0 66.9 63.0 97.1 98.9 2.9 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 7 22 23 29 31
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,600
COMMITMENTS
360 1,080 1,920 3,020 2,360 5,300 5,360 300 240
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 40)
0 -80 80 0 40 80 40 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 19.3 34.3 53.9 42.1 94.6 95.7 5.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 4 14 11 18 17
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,792
COMMITMENTS
10,000 120 1,350 10,618 20,854 21,968 22,324 824 468
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -18)
0 0 0 -164 82 -164 82 146 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.9 0.5 5.9 46.6 91.5 96.4 97.9 3.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 27 25 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,047
COMMITMENTS
378 80 1,144 8,912 9,523 10,434 10,747 613 300
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 240)
-240 0 240 240 0 240 240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.7 10.4 80.7 86.2 94.5 97.3 5.5 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 12 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 836,948
COMMITMENTS
121,151 164,924 125,868 541,974 476,674 788,993 767,466 47,955 69,482
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 31,421)
5,681 6,390 8,598 14,065 9,989 28,344 24,977 3,077 6,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 19.7 15.0 64.8 57.0 94.3 91.7 5.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
55 98 89 76 79 195 212
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 16,130
COMMITMENTS
8,745 2,057 80 4,148 13,376 12,973 15,513 3,157 617
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 1,149)
5 -254 -375 1,675 1,618 1,305 989 -156 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 12.8 0.5 25.7 82.9 80.4 96.2 19.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
64 9 4 22 28 87 40
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,486
COMMITMENTS
10,000 808 75 1,033 11,367 11,108 12,250 2,378 1,236
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: -5)
-153 63 75 36 -113 -42 25 37 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.2 6.0 0.6 7.7 84.3 82.4 90.8 17.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
33 7 2 9 23 44 31
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/29/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 145,655
COMMITMENTS
28,594 10,888 14,974 88,559 106,651 132,127 132,513 13,528 13,142
CHANGES FROM 11/22/05 (CHANGE IN OPEN INTEREST: 2,764)
-880 2,725 398 -19 -2,860 -501 263 3,265 2,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 7.5 10.3 60.8 73.2 90.7 91.0 9.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
40 22 32 68 69 125 109
Updated December 2, 2005