NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 165,284
COMMITMENTS
22,356 15,034 16,146 99,897 105,184 138,399 136,364 26,885 28,920
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -6,555)
-910 -5,264 -1,272 -5,309 -2,168 -7,491 -8,704 936 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 9.1 9.8 60.4 63.6 83.7 82.5 16.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
39 24 35 65 67 116 115
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 548,695
COMMITMENTS
40,809 84,713 191,169 247,597 243,791 479,575 519,673 69,120 29,022
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 4,713)
-2,377 -922 5,951 2,794 24 6,368 5,053 -1,655 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 15.4 34.8 45.1 44.4 87.4 94.7 12.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
48 40 61 84 67 163 140
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,649
COMMITMENTS
2,392 0 506 39,809 43,891 42,707 44,397 3,942 2,252
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5,840)
1,260 0 -1,111 -5,940 -3,366 -5,791 -4,477 -49 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 1.1 85.3 94.1 91.5 95.2 8.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 0 1 15 15 16 16
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,693
COMMITMENTS
4,255 326 1,742 28,148 32,547 34,145 34,615 5,548 5,078
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -2,919)
1,315 -138 -1,001 -2,523 -1,522 -2,209 -2,661 -710 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 0.8 4.4 70.9 82.0 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 16 17 18 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 97,337
COMMITMENTS
17,174 606 1,511 70,132 85,332 88,817 87,449 8,520 9,888
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -4,621)
-134 -992 -434 -4,296 -1,723 -4,864 -3,149 243 -1,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 0.6 1.6 72.1 87.7 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 2 3 23 26 28 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,647
COMMITMENTS
2,160 3,600 0 49,929 46,050 52,089 49,650 3,558 5,997
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 192)
0 0 0 -434 -56 -434 -56 626 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 6.5 0.0 89.7 82.8 93.6 89.2 6.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 2 0 15 18 16 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,383
COMMITMENTS
0 17,621 1,080 56,412 40,503 57,492 59,204 3,891 2,179
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -4,755)
0 2,026 -439 -3,820 -5,837 -4,259 -4,250 -496 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 28.7 1.8 91.9 66.0 93.7 96.5 6.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 4 2 18 17 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,543
COMMITMENTS
16,676 3,346 3,312 35,709 54,254 55,697 60,912 10,846 5,631
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -4,837)
-2,226 -713 16 -5,598 -5,264 -7,808 -5,961 2,971 1,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 5.0 5.0 53.7 81.5 83.7 91.5 16.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 3 17 19 20 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,652
COMMITMENTS
4,712 0 1,458 54,422 59,819 60,592 61,277 7,060 6,375
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -19)
1,922 0 294 -3,571 -642 -1,355 -348 1,336 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 2.2 80.4 88.4 89.6 90.6 10.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 19 18 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,444
COMMITMENTS
691 5,009 3,135 35,000 31,092 38,826 39,236 5,618 5,208
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -4,763)
691 -1,020 -193 -4,886 -3,886 -4,388 -5,099 -375 336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 11.3 7.1 78.8 70.0 87.4 88.3 12.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 2 20 16 22 18
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,674
COMMITMENTS
17,059 270 1,306 35,093 52,426 53,458 54,002 5,216 4,672
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5,059)
-434 62 -186 -4,011 -4,823 -4,631 -4,947 -428 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 0.5 2.2 59.8 89.4 91.1 92.0 8.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 3 16 19 19 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,038
COMMITMENTS
0 7,255 2,133 47,976 33,720 50,109 43,108 8,929 15,930
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 2,316)
0 2,063 -615 1,946 -408 1,331 1,040 985 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 3.6 81.3 57.1 84.9 73.0 15.1 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,818
COMMITMENTS
3,499 0 1,204 40,842 47,129 45,545 48,333 11,273 8,485
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 0.0 2.1 71.9 82.9 80.2 85.1 19.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 14 15 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,495
COMMITMENTS
966 15,957 4,167 137,381 129,396 142,514 149,520 14,981 7,975
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -16,424)
-620 7,278 -5,662 -10,763 -18,360 -17,045 -16,744 621 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 10.1 2.6 87.2 82.2 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 5 4 33 30 37 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,268
COMMITMENTS
3,275 0 3,612 61,210 63,116 68,097 66,728 7,171 8,540
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5,064)
319 -1,130 1,325 -5,944 -3,942 -4,300 -3,747 -764 -1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 4.8 81.3 83.9 90.5 88.7 9.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 18 17 20 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,150
COMMITMENTS
5,540 0 4,556 137,888 143,710 147,984 148,266 8,166 7,884
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -7,182)
131 -1,163 298 -6,303 -6,114 -5,874 -6,979 -1,308 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 2.9 88.3 92.0 94.8 95.0 5.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 0 3 30 31 33 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 153,008
COMMITMENTS
24,193 0 13,432 108,858 133,488 146,483 146,920 6,525 6,088
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -6,931)
3,619 -1,265 -2,704 -8,862 -6,200 -7,947 -10,169 1,016 3,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 0.0 8.8 71.1 87.2 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 0 6 32 28 39 34
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 131,543
COMMITMENTS
0 9,129 4,505 110,368 99,102 114,873 112,736 16,670 18,807
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -10,875)
-332 5,009 -2,078 -10,780 -16,630 -13,190 -13,699 2,315 2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.9 3.4 83.9 75.3 87.3 85.7 12.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
0 2 2 23 22 25 24
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,230
COMMITMENTS
17,703 17,952 8,972 112,412 115,523 139,087 142,447 7,143 3,783
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -14,502)
3,691 -2,556 -1,441 -16,027 -10,254 -13,777 -14,251 -725 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 12.3 6.1 76.9 79.0 95.1 97.4 4.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 3 9 25 28 34 37
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,730
COMMITMENTS
373 13,599 1,308 48,265 30,811 49,946 45,718 2,784 7,012
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -7,911)
-248 -486 -887 -6,854 -6,954 -7,989 -8,327 78 416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 25.8 2.5 91.5 58.4 94.7 86.7 5.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 4 2 16 17 19 21
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,355,411
COMMITMENTS
292,437 56,005 281,343 760,204 1005850 1333984 1343198 21,427 12,213
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -72,015)
7,114 -1,152 -10,393 -66,390 -61,959 -69,669 -73,504 -2,346 1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 4.1 20.8 56.1 74.2 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
30 9 31 84 76 120 110
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 287,310
COMMITMENTS
74,208 91,279 53,004 157,578 139,681 284,790 283,964 2,520 3,346
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -56,058)
-12,574 -17,588 -30,568 -11,397 -8,009 -54,539 -56,165 -1,519 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 31.8 18.4 54.8 48.6 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 7 16 29 26 48 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,070
COMMITMENTS
23,348 7,820 12,086 37,699 53,536 73,133 73,442 937 628
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -374)
716 750 482 -2,342 -2,129 -1,144 -897 770 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 10.6 16.3 50.9 72.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 5 10 38 38 48 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,264
COMMITMENTS
1,650 5,600 2,943 21,608 17,170 26,201 25,713 63 551
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5)
0 -87 -82 35 122 -47 -47 42 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 21.3 11.2 82.3 65.4 99.8 97.9 0.2 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 6 6 23 24 30 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,136
COMMITMENTS
4,285 2,786 990 8,566 10,360 13,841 14,136 295 0
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 369)
-41 0 41 328 328 328 369 41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 19.7 7.0 60.6 73.3 97.9 100.0 2.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 18 11 22 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,035
COMMITMENTS
3,860 7,108 1,614 19,241 16,073 24,715 24,795 320 240
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -669)
60 -60 -240 -509 -429 -689 -729 20 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 28.4 6.4 76.9 64.2 98.7 99.0 1.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 4 5 22 20 28 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,010
COMMITMENTS
9,890 800 1,250 10,133 19,634 21,273 21,684 737 326
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -774)
-100 -80 -120 -517 -510 -737 -710 -37 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 3.6 5.7 46.0 89.2 96.7 98.5 3.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 4 22 23 26 27
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,956
COMMITMENTS
500 572 1,752 9,412 9,392 11,664 11,716 292 240
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -21)
140 -20 160 -340 -101 -40 39 19 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 4.8 14.7 78.7 78.6 97.6 98.0 2.4 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 14 12 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 849,868
COMMITMENTS
131,842 146,245 128,864 532,650 503,932 793,356 779,041 56,512 70,827
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: 31,027)
11,204 1,353 10,931 -1,647 14,948 20,488 27,232 10,539 3,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 17.2 15.2 62.7 59.3 93.4 91.7 6.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
63 94 95 74 84 199 221
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,930
COMMITMENTS
6,835 1,282 0 3,618 12,398 10,453 13,680 3,477 250
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -67)
-331 25 -31 58 -9 -304 -15 237 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 9.2 0.0 26.0 89.0 75.0 98.2 25.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
68 6 0 15 26 83 32
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,381
COMMITMENTS
5,527 701 0 1,336 7,619 6,863 8,320 2,518 1,061
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -942)
-626 7 -195 35 -549 -786 -737 -156 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 7.5 0.0 14.2 81.2 73.2 88.7 26.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 5 0 11 19 34 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 01/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 137,346
COMMITMENTS
35,723 7,299 6,988 79,882 113,814 122,593 128,101 14,753 9,245
CHANGES FROM 12/27/05 (CHANGE IN OPEN INTEREST: -5,902)
4,089 -4,530 -195 -10,012 1,094 -6,118 -3,631 216 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 5.3 5.1 58.2 82.9 89.3 93.3 10.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
54 17 29 49 74 112 111
Updated January 7, 2006