NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 4,550
COMMITMENTS
660 750 0 3,647 3,278 4,307 4,028 243 522
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 120)
-25 0 0 25 145 0 145 120 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.5 0.0 80.2 72.0 94.7 88.5 5.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 0 19 15 20 16
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 164,511
COMMITMENTS
26,211 18,967 17,032 94,221 102,270 137,464 138,269 27,047 26,242
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -10,165)
-1,115 1,585 -6,753 733 -3,879 -7,135 -9,047 -3,030 -1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 11.5 10.4 57.3 62.2 83.6 84.0 16.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
28 40 35 64 61 116 113
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 533,212
COMMITMENTS
53,616 90,045 174,349 241,398 240,030 469,363 504,424 63,849 28,788
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -14,390)
3,880 -7,623 -3,339 -7,990 -2,411 -7,449 -13,373 -6,941 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 16.9 32.7 45.3 45.0 88.0 94.6 12.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
59 47 67 93 73 188 156
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,732
COMMITMENTS
509 0 1,084 44,081 46,900 45,674 47,984 4,058 1,748
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,322)
509 -234 -1,231 915 2,763 193 1,298 1,129 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 0.0 2.2 88.6 94.3 91.8 96.5 8.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 20 20 21 21
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,045
COMMITMENTS
27 1,494 2,698 43,590 41,998 46,315 46,190 5,730 5,855
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,295)
-7,321 -188 1,237 5,892 -1,301 -192 -252 -1,103 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 2.9 5.2 83.8 80.7 89.0 88.8 11.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 3 18 21 21 24
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 110,108
COMMITMENTS
11,195 3,368 1,924 88,301 95,341 101,420 100,633 8,688 9,475
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 8,684)
4,547 2,256 826 5,890 7,334 11,263 10,416 -2,579 -1,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 3.1 1.7 80.2 86.6 92.1 91.4 7.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 3 2 32 31 36 34
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,725
COMMITMENTS
1,416 2,360 0 53,912 49,992 55,328 52,352 3,397 6,373
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 22)
0 0 0 -532 2,106 -532 2,106 554 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 4.0 0.0 91.8 85.1 94.2 89.1 5.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 2 0 17 22 18 24
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,526
COMMITMENTS
0 10,596 3,075 71,844 62,539 74,919 76,210 2,607 1,316
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 6,917)
0 552 525 6,522 6,018 7,047 7,095 -130 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 13.7 4.0 92.7 80.7 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 5 4 22 22 26 27
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 72,124
COMMITMENTS
8,952 4,088 2,415 50,277 60,990 61,644 67,493 10,480 4,631
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,255)
-3,217 -364 -661 2,879 1,836 -999 811 2,254 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 5.7 3.3 69.7 84.6 85.5 93.6 14.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 3 3 19 23 22 27
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 94,310
COMMITMENTS
0 3,342 4,762 82,477 79,012 87,239 87,116 7,071 7,194
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 10,677)
0 -1,153 1,604 10,665 9,671 12,269 10,122 -1,592 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.5 5.0 87.5 83.8 92.5 92.4 7.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 1 1 24 27 25 28
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,469
COMMITMENTS
0 4,931 1,734 37,049 37,429 38,783 44,094 7,686 2,375
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,239)
0 159 -587 736 1,667 149 1,239 1,090 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 3.7 79.7 80.5 83.5 94.9 16.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 21 18 23 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,693
COMMITMENTS
0 6,330 520 42,588 39,293 43,108 46,143 9,585 6,550
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.0 1.0 80.8 74.6 81.8 87.6 18.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 15 15 16
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,488
COMMITMENTS
0 3,530 2,481 40,768 34,758 43,249 40,769 6,239 8,719
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.1 5.0 82.4 70.2 87.4 82.4 12.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 1 13 15 14 17
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,240
COMMITMENTS
19,539 468 878 29,785 51,897 50,202 53,243 7,038 3,997
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,077)
192 124 -428 -1,745 2,389 -1,981 2,085 904 -3,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 0.8 1.5 52.0 90.7 87.7 93.0 12.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 17 22 20 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,504
COMMITMENTS
0 4,180 2,242 57,528 48,939 59,770 55,361 6,734 11,143
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 221)
0 -102 -662 1,459 11 797 -753 -576 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 6.3 3.4 86.5 73.6 89.9 83.2 10.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 2 2 24 20 26 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,840
COMMITMENTS
0 5,137 963 43,720 43,523 44,683 49,623 11,157 6,217
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,589)
0 1,819 -80 1,510 28 1,430 1,767 159 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 1.7 78.3 77.9 80.0 88.9 20.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 1 1 17 16 18 17
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,495
COMMITMENTS
5,892 3,539 224 52,611 55,256 58,727 59,019 768 476
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.9 0.4 88.4 92.9 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 1 18 12 21 14
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 171,586
COMMITMENTS
966 26,085 2,302 155,692 138,131 158,960 166,518 12,626 5,068
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,764)
0 1,155 222 2,125 282 2,347 1,659 -583 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 15.2 1.3 90.7 80.5 92.6 97.0 7.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 4 2 36 31 38 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,530
COMMITMENTS
11,682 1,917 1,847 62,966 73,634 76,495 77,398 8,035 7,132
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 3,029)
255 0 703 765 1,848 1,723 2,551 1,306 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 2.3 2.2 74.5 87.1 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 2 19 20 22 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,728
COMMITMENTS
5,892 3,539 224 65,138 70,239 71,254 74,002 3,474 726
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,516)
224 -224 0 552 4,228 776 4,004 740 -2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 4.7 0.3 87.2 94.0 95.4 99.0 4.6 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 1 22 19 25 21
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 191,959
COMMITMENTS
5,376 2,806 5,184 171,215 177,597 181,775 185,587 10,184 6,372
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -2,264)
538 -240 -990 -759 1,066 -1,211 -164 -1,053 -2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 1.5 2.7 89.2 92.5 94.7 96.7 5.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 1 4 36 34 40 38
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,717
COMMITMENTS
13,767 4,564 14,175 124,337 133,834 152,279 152,573 7,438 7,144
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -922)
-4,009 -12 1,138 1,389 -2,630 -1,482 -1,504 560 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 2.9 8.9 77.8 83.8 95.3 95.5 4.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 2 6 34 27 40 33
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,263
COMMITMENTS
462 3,468 6,799 124,807 118,549 132,068 128,816 12,195 15,447
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -986)
462 -3,330 1,148 -4,406 2,997 -2,796 815 1,810 -1,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 2.4 4.7 86.5 82.2 91.5 89.3 8.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 2 30 32 32 34
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 33,964
COMMITMENTS
1,791 5,019 517 25,363 22,249 27,671 27,785 6,293 6,179
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,655)
-455 -88 91 1,463 1,863 1,099 1,866 556 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 14.8 1.5 74.7 65.5 81.5 81.8 18.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 13 12 15 14
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 167,109
COMMITMENTS
14,912 17,337 19,280 125,225 127,111 159,417 163,728 7,692 3,381
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 2,245)
3,128 -4,654 875 -3,459 4,893 544 1,114 1,701 1,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 10.4 11.5 74.9 76.1 95.4 98.0 4.6 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 2 8 28 33 36 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,182
COMMITMENTS
7,784 5,160 56 45,709 42,579 53,549 47,795 3,633 9,387
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 5,299)
2,375 -1,948 0 4,102 4,503 6,477 2,555 -1,178 2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 9.0 0.1 79.9 74.5 93.6 83.6 6.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 3 1 21 18 23 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,356,720
COMMITMENTS
263,291 68,399 284,689 785,720 990,602 1333700 1343690 23,020 13,030
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -64,676)
4,030 -1,807 -16,172 -54,663 -47,446 -66,805 -65,425 2,129 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 5.0 21.0 57.9 73.0 98.3 99.0 1.7 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 10 32 86 76 123 110
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 293,509
COMMITMENTS
67,110 49,992 71,761 150,784 168,370 289,655 290,123 3,854 3,386
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -32,026)
13,385 -15,957 -18,788 -26,168 1,852 -31,571 -32,893 -455 867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 17.0 24.4 51.4 57.4 98.7 98.8 1.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 7 16 28 26 48 45
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 71,077
COMMITMENTS
19,399 8,260 12,140 38,379 49,737 69,918 70,137 1,159 940
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -3,569)
-1,687 940 -516 -2,365 -4,745 -4,568 -4,321 999 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.6 17.1 54.0 70.0 98.4 98.7 1.6 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 4 10 42 41 53 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,584
COMMITMENTS
3,334 7,020 1,631 20,365 15,400 25,330 24,051 254 1,533
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 486)
1,028 -1,065 197 -739 330 486 -538 0 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 27.4 6.4 79.6 60.2 99.0 94.0 1.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 4 6 21 23 28 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,040
COMMITMENTS
2,904 1,644 912 7,463 9,018 11,279 11,574 761 466
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -1,275)
-1,275 0 0 0 -1,275 -1,275 -1,275 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 13.7 7.6 62.0 74.9 93.7 96.1 6.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 2 2 16 10 20 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 26,836
COMMITMENTS
4,550 9,512 1,424 19,714 14,492 25,688 25,428 1,148 1,408
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 546)
-90 20 90 -522 -872 -522 -762 1,068 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 35.4 5.3 73.5 54.0 95.7 94.8 4.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 5 6 23 22 30 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 21,596
COMMITMENTS
8,300 480 1,190 11,529 19,270 21,019 20,940 577 656
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -390)
-510 -250 50 190 -190 -270 -390 -120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 2.2 5.5 53.4 89.2 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 2 4 26 24 30 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,006
COMMITMENTS
720 656 1,464 10,323 10,426 12,507 12,546 499 460
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 270)
0 40 56 14 14 70 110 200 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 5.0 11.3 79.4 80.2 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 15 18 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 951,012
COMMITMENTS
157,003 137,033 148,161 577,385 602,159 882,549 887,353 68,463 63,659
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 42,770)
5,865 -8,564 -41 29,167 47,256 34,991 38,651 7,779 4,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 14.4 15.6 60.7 63.3 92.8 93.3 7.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 83 97 79 93 223 223
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,939
COMMITMENTS
8,099 1,668 930 2,940 12,899 11,969 15,497 3,970 442
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 1,297)
1,221 80 362 -842 652 741 1,094 556 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 10.5 5.8 18.4 80.9 75.1 97.2 24.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
74 9 9 14 28 97 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,686
COMMITMENTS
7,772 1,114 127 1,178 9,292 9,077 10,533 2,609 1,153
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: 411)
312 27 127 -136 348 303 502 108 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 9.5 1.1 10.1 79.5 77.7 90.1 22.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
30 8 3 7 22 39 32
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 01/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 151,546
COMMITMENTS
37,586 7,185 9,521 88,373 126,256 135,480 142,962 16,066 8,584
CHANGES FROM 01/24/06 (CHANGE IN OPEN INTEREST: -11,793)
-3,883 -854 -2,444 -3,262 -6,135 -9,589 -9,433 -2,204 -2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 4.7 6.3 58.3 83.3 89.4 94.3 10.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
56 17 34 59 72 127 114
Updated February 3, 2006