NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 216,761
COMMITMENTS
20,678 24,552 42,124 117,615 119,230 180,417 185,905 36,344 30,856
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 3,886)
2,938 -1,911 3,622 -4,273 3,416 2,286 5,126 1,600 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.3 19.4 54.3 55.0 83.2 85.8 16.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
39 34 49 72 72 133 135
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 901,061
COMMITMENTS
40,829 91,131 394,680 384,095 377,680 819,603 863,491 81,458 37,571
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 39,877)
6,890 -240 26,315 4,270 14,935 37,475 41,010 2,402 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.1 43.8 42.6 41.9 91.0 95.8 9.0 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
47 60 82 92 84 190 178
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,622
COMMITMENTS
3,950 0 196 43,943 48,953 48,089 49,149 4,533 3,473
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,358)
1,468 -372 -358 -2,560 -2,167 -1,450 -2,897 -908 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 0.0 0.4 83.5 93.0 91.4 93.4 8.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 17 17 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,478
COMMITMENTS
18,478 2,516 3,175 73,320 87,168 94,973 92,859 8,505 10,619
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -5,939)
-242 149 106 -8,010 -6,480 -8,146 -6,225 2,207 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 2.4 3.1 70.9 84.2 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 4 21 23 26 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,235
COMMITMENTS
2,160 4,320 0 49,385 43,412 51,545 47,732 2,690 6,503
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,194)
-744 -1,364 0 -271 -405 -1,015 -1,769 -1,179 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 8.0 0.0 91.1 80.0 95.0 88.0 5.0 12.0
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 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,192
COMMITMENTS
0 10,465 2,683 58,122 48,932 60,805 62,080 4,387 3,112
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,010)
0 -1,035 -710 514 -2,526 -196 -4,271 -2,814 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.1 4.1 89.2 75.1 93.3 95.2 6.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 18 16 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,004
COMMITMENTS
19,179 4,361 4,031 39,152 56,572 62,362 64,964 7,642 5,040
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -6,588)
-2,119 -1,896 646 -4,421 -5,158 -5,894 -6,408 -694 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 6.2 5.8 55.9 80.8 89.1 92.8 10.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,047
COMMITMENTS
0 2,380 2,072 60,283 53,916 62,355 58,368 1,692 5,679
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,577)
0 2,376 -973 327 -2,093 -646 -690 -931 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.7 3.2 94.1 84.2 97.4 91.1 2.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 20 18 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,377
COMMITMENTS
0 5,350 4,302 39,488 35,119 43,790 44,771 6,587 5,606
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -4,670)
0 -724 666 -6,138 -5,003 -5,472 -5,061 802 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.6 8.5 78.4 69.7 86.9 88.9 13.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 15 22 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,767
COMMITMENTS
0 251 3,182 36,165 35,053 39,347 38,486 3,420 4,281
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,038)
-1,315 251 549 66 -1,454 -700 -654 -338 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 7.4 84.6 82.0 92.0 90.0 8.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,205
COMMITMENTS
17,815 208 1,492 37,925 56,294 57,232 57,994 4,973 4,211
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -4,845)
-716 208 -332 -3,450 -4,064 -4,498 -4,188 -347 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 0.3 2.4 61.0 90.5 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 15 19 19 22
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,844
COMMITMENTS
1,586 8,803 9,598 139,008 138,174 150,192 156,575 14,652 8,269
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -14,164)
-704 -1,358 -1,558 -10,907 -10,300 -13,169 -13,216 -995 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 5.3 5.8 84.3 83.8 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 34 32 38 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,360
COMMITMENTS
2,596 3,735 2,351 66,012 64,532 70,959 70,618 8,401 8,742
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -6,042)
-62 3,553 -2,072 -2,856 -7,892 -4,990 -6,411 -1,052 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 4.7 3.0 83.2 81.3 89.4 89.0 10.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 17 18 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,146
COMMITMENTS
6,302 0 5,233 120,844 129,990 132,379 135,223 10,767 7,923
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -11,859)
-463 0 432 -15,280 -12,928 -15,311 -12,496 3,452 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 0.0 3.7 84.4 90.8 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 3 30 31 33 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,060
COMMITMENTS
23,538 1,172 12,852 115,275 139,320 151,665 153,344 5,395 3,716
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -8,918)
6,546 -243 -4,339 -11,908 -5,211 -9,701 -9,793 783 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 0.7 8.2 73.4 88.7 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 7 33 30 41 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,179
COMMITMENTS
5,866 4,994 3,419 113,867 115,439 123,152 123,852 15,027 14,327
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,313)
1,084 -121 -742 -3,273 -989 -2,931 -1,852 -382 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.6 2.5 82.4 83.5 89.1 89.6 10.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 26 29 28
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,635
COMMITMENTS
7,491 18,341 10,214 123,736 116,862 141,441 145,417 8,194 4,218
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -10,070)
1,186 -2,028 -1,711 -10,065 -4,972 -10,590 -8,711 520 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 12.3 6.8 82.7 78.1 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 8 25 30 33 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,323
COMMITMENTS
991 16,662 2,098 57,144 35,954 60,233 54,714 2,090 7,609
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,529)
-180 1,306 -1,066 -2,297 -3,108 -3,543 -2,868 14 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 26.7 3.4 91.7 57.7 96.6 87.8 3.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 4 15 16 20 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,385,539
COMMITMENTS
312,741 59,021 291,224 756,870 1020507 1360835 1370752 24,704 14,787
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -859)
-26,785 -7,415 20,574 19,952 1,576 13,741 14,735 -14,600 -15,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 4.3 21.0 54.6 73.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 10 30 85 75 123 106
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 300,334
COMMITMENTS
76,215 87,649 68,942 151,637 140,277 296,794 296,868 3,540 3,466
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 14,535)
-4,201 -9,757 15,831 2,502 6,697 14,132 12,771 403 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 29.2 23.0 50.5 46.7 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 6 15 30 28 50 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 85,679
COMMITMENTS
23,289 8,936 17,060 45,126 59,557 85,474 85,552 205 127
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 363)
1,043 -628 447 -1,157 745 333 564 30 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.4 19.9 52.7 69.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 6 12 38 40 50 52
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,571
COMMITMENTS
5,460 5,893 2,119 18,971 18,050 26,550 26,062 21 509
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -39)
-833 1,708 42 752 -1,789 -39 -39 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 22.2 8.0 71.4 67.9 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 5 23 24 29 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,992
COMMITMENTS
1,744 4,052 592 10,316 8,262 12,652 12,906 340 86
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 156)
67 -1,401 -254 343 1,811 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 31.2 4.6 79.4 63.6 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 17 11 21 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,996
COMMITMENTS
4,180 5,560 1,856 17,295 16,440 23,331 23,856 665 140
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,444)
40 200 -508 2,880 2,852 2,412 2,544 32 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 23.2 7.7 72.1 68.5 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 7 22 20 29 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,286
COMMITMENTS
10,002 260 1,290 10,256 20,552 21,548 22,102 738 184
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -506)
2 140 -60 -362 -302 -420 -222 -86 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 1.2 5.8 46.0 92.2 96.7 99.2 3.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 22 26 26 31
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,085
COMMITMENTS
168 100 1,124 9,328 9,361 10,620 10,585 465 500
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 38)
-210 20 -20 416 -162 186 -162 -148 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.9 10.1 84.1 84.4 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 13 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,484,702
COMMITMENTS
137,751 82,794 438,837 833,927 873,905 1410516 1395536 74,186 89,166
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 619)
7,927 -5,438 -9,880 -14,285 4,139 -16,238 -11,179 16,857 11,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.6 29.6 56.2 58.9 95.0 94.0 5.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
83 97 128 82 82 236 243
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,157
COMMITMENTS
8,728 1,701 185 3,081 12,883 11,994 14,769 3,163 388
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -973)
-17 -356 105 -1,067 -493 -979 -744 6 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 11.2 1.2 20.3 85.0 79.1 97.4 20.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
68 7 3 22 27 92 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,236
COMMITMENTS
8,788 761 50 1,070 9,965 9,908 10,776 2,328 1,460
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,252)
-1,212 -47 -25 37 -1,402 -1,200 -1,474 -52 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 6.2 0.4 8.7 81.4 81.0 88.1 19.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
30 7 1 8 19 39 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 163,447
COMMITMENTS
31,102 11,180 27,345 89,095 111,131 147,543 149,656 15,904 13,790
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 583)
3,639 -752 843 -5,217 807 -735 898 1,318 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 6.8 16.7 54.5 68.0 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
39 25 37 61 73 121 117
Updated December 9, 2005