NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 230,102
COMMITMENTS
22,366 17,101 59,668 103,693 123,520 185,727 200,289 44,374 29,812
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -6,256)
806 979 581 -3,180 -3,716 -1,793 -2,156 -4,463 -4,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.4 25.9 45.1 53.7 80.7 87.0 19.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
39 21 42 64 68 119 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 904,696
COMMITMENTS
53,862 77,651 390,829 383,403 392,640 828,093 861,120 76,602 43,576
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 16,719)
4,713 -1,652 14,428 -1,564 -1,763 17,578 11,013 -859 5,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.6 43.2 42.4 43.4 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
58 49 74 94 87 192 171
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 99,355
COMMITMENTS
9,681 3,244 3,065 76,616 83,198 89,362 89,507 9,993 9,848
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12,580)
107 -886 1,072 -15,068 -17,653 -13,889 -17,467 1,309 4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.3 3.1 77.1 83.7 89.9 90.1 10.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 5 25 26 31 31
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,172
COMMITMENTS
2 23,682 1,515 57,431 35,876 58,948 61,073 6,224 4,099
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,508)
-186 5,082 -1,160 -4,030 -8,366 -5,376 -4,444 1,868 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 36.3 2.3 88.1 55.0 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 3 17 16 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,331
COMMITMENTS
25,185 12,984 2,436 32,289 45,456 59,910 60,876 7,421 6,455
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 889)
6,171 -935 -306 -7,009 2,766 -1,144 1,525 2,033 -636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 19.3 3.6 48.0 67.5 89.0 90.4 11.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 5 3 15 16 20 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,290
COMMITMENTS
0 4,579 665 59,302 47,579 59,967 52,823 2,323 9,467
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,508)
0 -1,812 148 -1,893 -3,940 -1,745 -5,604 -763 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.4 1.1 95.2 76.4 96.3 84.8 3.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 15 17 16 18
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,246
COMMITMENTS
0 11,555 375 53,549 43,386 53,924 55,316 8,322 6,930
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -3,955)
0 130 -659 -6,966 -5,000 -7,625 -5,529 3,670 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.6 0.6 86.0 69.7 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 13 21 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,475
COMMITMENTS
0 1,053 462 35,439 36,886 35,901 38,401 6,574 4,074
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11)
0 -2,038 300 1,191 1,074 1,491 -664 -1,480 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.5 1.1 83.4 86.8 84.5 90.4 15.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,212
COMMITMENTS
9,473 1,208 2,666 34,410 43,584 46,549 47,458 7,663 6,754
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -13,602)
-8,227 1,208 166 -6,976 -15,268 -15,037 -13,894 1,435 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 2.2 4.9 63.5 80.4 85.9 87.5 14.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 1 3 14 19 17 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,262,871
COMMITMENTS
351,575 75,421 205,540 688,666 969,240 1245781 1250201 17,090 12,670
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -67,320)
-4,797 -1,398 -27,114 -33,231 -37,139 -65,142 -65,651 -2,178 -1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 6.0 16.3 54.5 76.7 98.6 99.0 1.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 12 29 86 81 120 114
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 213,701
COMMITMENTS
67,360 47,282 48,684 94,432 116,208 210,476 212,174 3,225 1,527
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -86,174)
-5,110 -12,574 -60,948 -16,735 -11,343 -82,793 -84,865 -3,381 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 22.1 22.8 44.2 54.4 98.5 99.3 1.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 8 15 27 26 44 43
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,280
COMMITMENTS
26,650 7,384 14,668 43,774 63,109 85,092 85,160 188 120
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -6,833)
1,808 391 -5,178 -2,802 -1,031 -6,172 -5,819 -661 -1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 8.7 17.2 51.3 74.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 6 9 38 40 48 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,220
COMMITMENTS
4,163 4,928 1,802 20,255 18,981 26,220 25,711 0 509
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,255)
1,182 -168 -759 -1,657 -328 -1,234 -1,255 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 18.8 6.9 77.3 72.4 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 5 21 21 28 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 9,348
COMMITMENTS
684 2,648 2,450 5,706 3,742 8,840 8,840 508 508
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,474)
-378 -693 -126 -970 -655 -1,474 -1,474 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 28.3 26.2 61.0 40.0 94.6 94.6 5.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 10 19 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 16,602
COMMITMENTS
3,472 3,540 1,680 10,930 10,912 16,082 16,132 520 470
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,340)
-380 -140 -220 -800 -1,170 -1,400 -1,530 60 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 21.3 10.1 65.8 65.7 96.9 97.2 3.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 7 18 18 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,216
COMMITMENTS
11,330 120 1,560 10,378 22,344 23,268 24,024 948 192
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -140)
-230 -120 -190 -30 170 -450 -140 310 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 0.5 6.4 42.9 92.3 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 1 3 20 24 23 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,600
COMMITMENTS
1,960 120 820 5,816 7,380 8,596 8,320 4 280
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -74)
-160 0 0 90 -114 -70 -114 -4 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 1.4 9.5 67.6 85.8 100.0 96.7 0.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 13 9 15 12
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,536,151
COMMITMENTS
117,975 89,173 490,267 856,427 873,444 1464669 1452884 71,482 83,267
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 44,119)
6,028 4,158 31,641 2,185 5,007 39,854 40,806 4,265 3,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.8 31.9 55.8 56.9 95.3 94.6 4.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
94 94 126 81 87 235 255
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,206
COMMITMENTS
8,912 3,896 117 1,373 8,718 10,402 12,731 2,804 475
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -12)
-42 -142 -19 -29 212 -90 51 78 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.5 29.5 0.9 10.4 66.0 78.8 96.4 21.2 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
62 10 3 9 26 72 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,072
COMMITMENTS
10,058 469 0 522 11,234 10,580 11,703 2,492 1,369
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 187)
522 -137 -22 62 672 562 513 -375 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 3.6 0.0 4.0 85.9 80.9 89.5 19.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
27 4 0 11 22 38 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,547
COMMITMENTS
23,800 4,303 29,794 95,160 119,489 148,754 153,586 15,793 10,961
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -10,114)
170 -764 -1,543 -7,058 -7,075 -8,431 -9,381 -1,682 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.6 18.1 57.8 72.6 90.4 93.3 9.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
39 17 37 65 80 120 120
Updated October 7, 2005