NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 234,951
COMMITMENTS
17,054 23,867 56,278 124,672 122,835 198,004 202,980 36,948 31,972
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,761)
1,766 -2,619 4,003 276 4,148 6,045 5,532 -1,284 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.2 24.0 53.1 52.3 84.3 86.4 15.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
36 32 46 73 72 131 131
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 913,707
COMMITMENTS
33,538 90,027 395,912 401,493 386,769 830,944 872,708 82,763 40,998
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 296)
-1,501 3,401 -2,576 1,810 -1,748 -2,267 -923 2,563 1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 9.9 43.3 43.9 42.3 90.9 95.5 9.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 57 82 97 88 194 182
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,916
COMMITMENTS
2,420 372 554 46,501 51,056 49,475 51,982 5,441 2,934
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,063)
-517 0 122 15,638 13,879 15,243 14,001 -1,180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.7 1.0 84.7 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,469
COMMITMENTS
0 8,475 922 32,995 23,582 33,917 32,979 5,552 6,490
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 509)
0 1,444 -96 881 -1,364 785 -16 -276 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.5 2.3 83.6 59.7 85.9 83.6 14.1 16.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,418
COMMITMENTS
16,816 2,308 2,833 82,463 93,006 102,112 98,147 6,306 10,271
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,576)
2,248 -166 -1,083 550 1,218 1,715 -31 -139 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.1 2.6 76.1 85.8 94.2 90.5 5.8 9.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,062
COMMITMENTS
2,904 5,684 0 49,351 43,388 52,255 49,072 3,807 6,990
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 76)
0 0 0 85 23 85 23 -9 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 10.1 0.0 88.0 77.4 93.2 87.5 6.8 12.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,962
COMMITMENTS
0 11,703 3,982 60,296 53,233 64,278 68,918 11,684 7,044
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,898)
0 -1,066 399 430 2,737 829 2,070 5,069 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 15.4 5.2 79.4 70.1 84.6 90.7 15.4 9.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,871
COMMITMENTS
20,366 5,521 4,710 42,788 60,759 67,864 70,990 9,007 5,881
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,214)
-2,167 131 638 4,138 2,155 2,609 2,924 -395 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.2 6.1 55.7 79.0 88.3 92.3 11.7 7.7
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,078
COMMITMENTS
0 1,670 1,801 60,778 55,497 62,579 58,968 2,499 6,110
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,162)
-36 1,670 -581 2,233 -327 1,616 762 -454 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.6 2.8 93.4 85.3 96.2 90.6 3.8 9.4
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,873
COMMITMENTS
0 6,936 3,022 46,792 40,457 49,814 50,415 8,059 7,458
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,128)
0 -2,171 1,084 -166 3,033 918 1,946 2,210 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 12.0 5.2 80.9 69.9 86.1 87.1 13.9 12.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,157
COMMITMENTS
0 4,176 18 39,899 38,217 39,917 42,411 8,240 5,746
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.7 0.0 82.9 79.4 82.9 88.1 17.1 11.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,805
COMMITMENTS
738 0 2,633 36,186 36,507 39,557 39,140 4,248 4,665
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,055)
738 -222 753 1,058 2,524 2,549 3,055 506 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.0 6.0 82.6 83.3 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 15 15 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,602
COMMITMENTS
18,711 0 1,824 41,170 60,203 61,705 62,027 5,897 5,575
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,125)
980 0 -366 207 1,491 821 1,125 304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 0.0 2.7 60.9 89.1 91.3 91.8 8.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 16 20 20 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,936
COMMITMENTS
3,184 578 3,619 37,739 36,876 44,542 41,073 8,394 11,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,389)
-1,351 578 305 1,721 1,749 675 2,632 1,714 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.1 6.8 71.3 69.7 84.1 77.6 15.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 16 21 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,990
COMMITMENTS
35 248 1,677 50,585 50,380 52,297 52,305 7,693 7,685
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 0.4 2.8 84.3 84.0 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,537
COMMITMENTS
2,290 10,597 10,760 150,603 148,345 163,653 169,702 15,884 9,835
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 5.9 6.0 83.9 82.6 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 6 34 31 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,524
COMMITMENTS
2,658 649 4,423 68,868 70,903 75,949 75,975 9,575 9,549
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 0.8 5.2 80.5 82.9 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 18 20 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,202
COMMITMENTS
18,820 1,426 1,680 44,750 59,891 65,250 62,997 1,952 4,205
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 2.1 2.5 66.6 89.1 97.1 93.7 2.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 12 14 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,231
COMMITMENTS
7,071 0 4,337 137,159 142,314 148,567 146,651 6,664 8,580
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 2.8 88.4 91.7 95.7 94.5 4.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 2 32 31 35 33
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,361
COMMITMENTS
15,755 1,415 17,380 125,569 141,062 158,704 159,857 3,657 2,504
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.9 10.7 77.3 86.9 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 37 31 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,006
COMMITMENTS
4,533 5,363 4,139 117,857 117,550 126,529 127,052 15,477 14,954
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 3.8 2.9 83.0 82.8 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 27 30 29
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,067
COMMITMENTS
4,345 20,412 13,431 133,013 119,346 150,789 153,189 9,278 6,878
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.8 8.4 83.1 74.6 94.2 95.7 5.8 4.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
1,109 16,534 2,575 57,820 35,868 61,504 54,977 2,227 8,754
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 25.9 4.0 90.7 56.3 96.5 86.3 3.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 5 17 19 23 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,465,330
COMMITMENTS
330,743 55,553 294,186 796,476 1078722 1421405 1428461 43,925 36,869
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 57,053)
-4,780 -1,531 9,178 26,800 23,971 31,198 31,618 25,855 25,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 3.8 20.1 54.4 73.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 10 35 97 82 137 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 328,201
COMMITMENTS
80,990 107,410 73,851 170,697 145,444 325,538 326,705 2,663 1,496
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,765)
8,125 9,922 -1,540 13,605 10,934 20,190 19,316 -425 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 32.7 22.5 52.0 44.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 8 17 33 30 53 50
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,028
COMMITMENTS
22,176 8,198 17,121 46,634 60,694 85,931 86,013 97 15
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 843)
-123 2,346 -90 1,789 -560 1,576 1,696 -733 -853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.5 19.9 54.2 70.6 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 7 11 40 43 51 54
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,738
COMMITMENTS
4,765 4,084 2,222 18,751 18,923 25,738 25,229 0 509
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -617)
1,293 -42 -497 -1,372 -37 -576 -576 -41 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.9 8.6 72.9 73.5 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 23 24 30 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,582
COMMITMENTS
1,677 5,199 932 9,973 6,451 12,582 12,582 0 0
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,234)
0 848 86 1,148 300 1,234 1,234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 41.3 7.4 79.3 51.3 100.0 100.0 0.0 0.0
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,412
COMMITMENTS
3,900 5,420 2,374 13,965 12,274 20,239 20,068 173 344
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 940)
-140 48 320 919 728 1,099 1,096 -159 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 26.6 11.6 68.4 60.1 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 21 22 28 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,810
COMMITMENTS
10,000 120 1,350 10,782 20,772 22,132 22,242 678 568
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -126)
-240 0 60 12 -226 -168 -166 42 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 0.5 5.9 47.3 91.1 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,807
COMMITMENTS
618 80 904 8,672 9,523 10,194 10,507 613 300
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 197)
-128 0 100 132 97 104 197 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 0.7 8.4 80.2 88.1 94.3 97.2 5.7 2.8
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,405,694
COMMITMENTS
121,952 86,733 415,959 813,845 831,697 1351756 1334389 53,938 71,305
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -31,899)
-3,010 -19,215 5,746 -16,473 -3,602 -13,737 -17,071 -18,162 -14,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 6.2 29.6 57.9 59.2 96.2 94.9 3.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
78 86 106 82 79 217 222
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,981
COMMITMENTS
8,740 2,311 455 2,473 11,758 11,668 14,524 3,313 457
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 143)
53 -48 16 -368 203 -299 171 442 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 15.4 3.0 16.5 78.5 77.9 96.9 22.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 13 9 15 26 81 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,492
COMMITMENTS
10,153 745 0 997 11,480 11,150 12,225 2,342 1,267
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 578)
342 74 0 26 535 368 609 210 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.3 5.5 0.0 7.4 85.1 82.6 90.6 17.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 7 0 8 23 39 30
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 168,556
COMMITMENTS
27,537 8,592 33,472 96,086 115,127 157,094 157,190 11,461 11,366
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,874)
519 148 2,101 3,531 2,360 6,151 4,609 -1,277 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 5.1 19.9 57.0 68.3 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
49 24 41 75 73 142 125
Updated November 28, 2005