NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,753
COMMITMENTS
1,080 1,180 0 3,977 4,185 5,057 5,365 696 388
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 275)
0 0 0 468 275 468 275 -193 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 20.5 0.0 69.1 72.7 87.9 93.3 12.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 0 16 21 17 22
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 169,533
COMMITMENTS
23,187 15,640 19,258 98,105 110,013 140,550 144,911 28,983 24,622
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -892)
1,072 -315 -183 -580 -319 309 -817 -1,201 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 9.2 11.4 57.9 64.9 82.9 85.5 17.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 22 29 64 65 111 105
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 865,701
COMMITMENTS
88,134 72,315 351,219 349,378 402,866 788,731 826,400 76,970 39,301
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 16,234)
-8,402 -15,062 18,645 302 10,064 10,545 13,647 5,689 2,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 8.4 40.6 40.4 46.5 91.1 95.5 8.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
73 50 82 91 73 204 172
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,347
COMMITMENTS
1,806 8,892 5,799 57,867 53,927 65,472 68,618 7,875 4,729
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,414)
680 -906 1,042 -216 1,370 1,506 1,506 -92 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 12.1 7.9 78.9 73.5 89.3 93.6 10.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,427
COMMITMENTS
4,145 3,653 3,853 41,073 41,804 49,071 49,310 7,356 7,117
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -509)
31 -90 -292 -62 -34 -323 -416 -186 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 6.5 6.8 72.8 74.1 87.0 87.4 13.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 2 3 21 17 26 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 129,141
COMMITMENTS
8,730 0 0 107,678 115,610 116,408 115,610 12,733 13,531
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,474)
-1,240 0 0 2,441 1,419 1,201 1,419 273 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 0.0 0.0 83.4 89.5 90.1 89.5 9.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 0 0 26 24 29 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,955
COMMITMENTS
11,984 2,952 0 67,863 74,331 79,847 77,283 6,108 8,672
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 918)
0 0 0 978 918 978 918 -60 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 3.4 0.0 79.0 86.5 92.9 89.9 7.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 1 0 22 24 23 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,911
COMMITMENTS
1,044 14,594 2,233 76,820 61,340 80,097 78,167 4,814 6,744
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,656)
0 2,137 -1,502 2,209 935 707 1,570 949 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 17.2 2.6 90.5 72.2 94.3 92.1 5.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 5 2 17 16 20 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,531
COMMITMENTS
6,705 10,336 2,716 51,538 45,839 60,959 58,891 4,572 6,640
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,237)
-1,172 0 606 1,803 631 1,237 1,237 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 15.8 4.1 78.6 70.0 93.0 89.9 7.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 3 21 21 25 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,831
COMMITMENTS
248 1,682 4,848 93,070 94,343 98,166 100,873 10,665 7,958
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 5,513)
248 -649 -107 5,817 6,600 5,958 5,844 -445 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 1.5 4.5 85.5 86.7 90.2 92.7 9.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 1 1 32 28 34 29
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,770
COMMITMENTS
2,851 6,064 615 31,465 33,551 34,931 40,230 9,839 4,540
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 722)
-428 368 298 -1,229 -343 -1,359 323 2,081 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 13.5 1.4 70.3 74.9 78.0 89.9 22.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 1 2 15 16 17 18
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,433
COMMITMENTS
0 10,579 1,537 55,344 46,340 56,881 58,456 10,552 8,977
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.7 2.3 82.1 68.7 84.4 86.7 15.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 16 16 17 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,634
COMMITMENTS
0 6,662 2,315 38,235 31,462 40,550 40,439 6,084 6,195
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 14.3 5.0 82.0 67.5 87.0 86.7 13.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 3 1 14 11 15 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,845
COMMITMENTS
9,474 0 1,488 79,956 93,427 90,918 94,915 10,927 6,930
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -604)
0 0 0 -738 115 -738 115 134 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 0.0 1.5 78.5 91.7 89.3 93.2 10.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 0 1 25 26 27 27
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,951
COMMITMENTS
0 9,609 4,007 69,953 61,970 73,960 75,586 7,991 6,365
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -59)
0 2,375 -1,593 1,284 -1,108 -309 -326 250 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 11.7 4.9 85.4 75.6 90.2 92.2 9.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 3 2 27 24 29 27
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,438
COMMITMENTS
1,289 0 4,357 45,818 48,416 51,464 52,773 10,974 9,665
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 950)
1,289 -85 -545 178 1,572 922 942 28 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 0.0 7.0 73.4 77.5 82.4 84.5 17.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 17 19 18 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,269
COMMITMENTS
806 7,370 0 43,801 38,372 44,607 45,742 1,662 527
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 15.9 0.0 94.7 82.9 96.4 98.9 3.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 3 0 10 14 12 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 189,154
COMMITMENTS
1,627 14,696 13,127 165,653 156,170 180,407 183,993 8,747 5,161
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 3,717)
0 -4,188 1,329 1,483 6,836 2,812 3,977 905 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 7.8 6.9 87.6 82.6 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 3 4 36 30 40 34
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 88,670
COMMITMENTS
9,770 3,020 2,111 65,168 70,195 77,049 75,326 11,621 13,344
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,855)
-1,017 906 213 2,568 339 1,764 1,458 91 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 3.4 2.4 73.5 79.2 86.9 85.0 13.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 1 22 20 24 22
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,019
COMMITMENTS
806 10,598 0 65,202 53,095 66,008 63,693 1,011 3,326
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 932)
558 2,728 0 1,083 -676 1,641 2,052 -709 -1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 15.8 0.0 97.3 79.2 98.5 95.0 1.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 0 16 17 18 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 269,061
COMMITMENTS
20,194 2,204 1,675 236,628 261,960 258,497 265,839 10,564 3,222
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 875)
96 -66 192 609 529 897 655 -22 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.8 0.6 87.9 97.4 96.1 98.8 3.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 1 3 41 44 47 47
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 156,194
COMMITMENTS
15,226 2,966 5,714 125,629 140,244 146,569 148,924 9,625 7,270
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 4,126)
1,598 -832 946 818 4,136 3,362 4,250 764 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 1.9 3.7 80.4 89.8 93.8 95.3 6.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 3 35 32 39 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,776
COMMITMENTS
10,871 2,018 3,458 134,999 140,026 149,328 145,502 10,448 14,274
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 4,360)
2,027 248 47 1,369 3,115 3,443 3,410 917 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 1.3 2.2 84.5 87.6 93.5 91.1 6.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 2 2 37 33 39 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 182,984
COMMITMENTS
14,415 32,950 11,126 151,164 130,332 176,705 174,408 6,279 8,576
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,929)
-1,289 -4,077 1,926 1,764 5,305 2,401 3,154 -472 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 18.0 6.1 82.6 71.2 96.6 95.3 3.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 3 7 31 34 39 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,098
COMMITMENTS
0 3,313 370 57,199 47,108 57,569 50,791 3,529 10,307
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 971)
0 748 0 1,190 -257 1,190 491 -219 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.6 93.6 77.1 94.2 83.1 5.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 1 20 20 21 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,608,690
COMMITMENTS
547,816 80,318 735,601 1311639 1782326 2595056 2598245 13,634 10,445
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 41,041)
15,412 922 -2,623 26,079 41,537 38,868 39,836 2,173 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 3.1 28.2 50.3 68.3 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
25 16 39 102 84 142 125
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 569,323
COMMITMENTS
77,715 69,756 163,373 324,385 333,445 565,473 566,574 3,850 2,749
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 38,794)
7,924 15,378 237 28,990 22,066 37,151 37,681 1,643 1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 12.3 28.7 57.0 58.6 99.3 99.5 0.7 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 15 22 33 31 61 57
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 54,152
COMMITMENTS
10,437 3,072 6,762 36,185 43,738 53,384 53,572 768 580
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,320)
40 0 560 848 780 1,448 1,340 -128 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 5.7 12.5 66.8 80.8 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 5 7 40 38 48 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,777
COMMITMENTS
1,240 4,148 296 26,115 22,930 27,651 27,374 126 403
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 3,060)
0 0 0 3,060 3,060 3,060 3,060 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 14.9 1.1 94.0 82.6 99.5 98.5 0.5 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 4 1 25 25 26 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,419
COMMITMENTS
2,377 512 0 15,042 16,907 17,419 17,419 0 0
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 2,247)
-676 0 0 2,923 2,247 2,247 2,247 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 2.9 0.0 86.4 97.1 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 1 0 17 16 20 17
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,357
COMMITMENTS
1,020 2,267 0 12,787 12,027 13,807 14,294 550 63
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 17)
0 -166 0 17 183 17 17 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 15.8 0.0 89.1 83.8 96.2 99.6 3.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 0 13 11 14 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 24,424
COMMITMENTS
2,940 4,706 386 20,644 19,012 23,970 24,104 454 320
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 104)
-40 0 40 40 24 40 64 64 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 19.3 1.6 84.5 77.8 98.1 98.7 1.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 3 3 21 21 25 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,520
COMMITMENTS
3,240 140 440 22,279 26,514 25,959 27,094 1,561 426
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 100)
0 0 0 100 80 100 80 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 0.5 1.6 81.0 96.3 94.3 98.5 5.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 2 23 26 26 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,342
COMMITMENTS
460 380 1,096 11,092 11,426 12,648 12,902 694 440
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -240)
0 0 0 -240 -240 -240 -240 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 2.8 8.2 83.1 85.6 94.8 96.7 5.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 1 14 14 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 968,619
COMMITMENTS
161,715 134,969 191,966 563,221 576,325 916,902 903,260 51,717 65,359
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -75,657)
-11,352 -546 -28,587 -34,122 -45,672 -74,061 -74,805 -1,596 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.9 19.8 58.1 59.5 94.7 93.3 5.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
81 91 99 77 90 221 228
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,681
COMMITMENTS
7,370 2,008 685 2,891 9,885 10,946 12,578 2,735 1,103
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -674)
-440 -207 -103 213 -542 -330 -852 -344 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 14.7 5.0 21.1 72.3 80.0 91.9 20.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
54 8 7 19 22 77 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,379
COMMITMENTS
3,224 2,018 4 2,106 4,268 5,334 6,290 2,045 1,089
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -1,235)
-395 -1,146 4 -385 223 -776 -919 -459 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 27.3 0.1 28.5 57.8 72.3 85.2 27.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 4 1 11 20 30 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 86,020
COMMITMENTS
13,546 6,517 6,927 52,419 64,384 72,892 77,828 13,128 8,192
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -5,151)
-4,530 -826 -406 841 -2,634 -4,095 -3,866 -1,056 -1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 7.6 8.1 60.9 74.8 84.7 90.5 15.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
39 16 27 56 62 106 96
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 49,740
COMMITMENTS
9,338 695 3,037 33,955 41,985 46,330 45,717 3,410 4,023
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,508)
566 695 573 1,095 128 2,234 1,396 -726 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 1.4 6.1 68.3 84.4 93.1 91.9 6.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 3 8 31 31 44 39
Updated June 23, 2006