NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,988
COMMITMENTS
1,180 1,180 0 4,182 3,853 5,362 5,033 626 955
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 0)
100 0 0 -50 -321 50 -321 -50 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 19.7 0.0 69.8 64.3 89.5 84.1 10.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 0 17 18 19 19
EUR SING FUEL OIL 180 CAL SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165G
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 METRIC TONS) OPEN INTEREST: 2,360
COMMITMENTS
25 45 0 1,585 1,620 1,610 1,665 750 695
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 100)
-25 0 0 105 95 80 95 20 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 1.9 0.0 67.2 68.6 68.2 70.6 31.8 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 16 16 17 17
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 179,526
COMMITMENTS
23,450 8,014 25,733 101,103 122,388 150,286 156,135 29,240 23,391
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,702)
1,424 -3,891 1,268 -5,822 1,967 -3,130 -656 -572 -3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 4.5 14.3 56.3 68.2 83.7 87.0 16.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 20 39 65 76 125 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 921,137
COMMITMENTS
90,162 65,051 393,722 365,469 428,222 849,353 886,995 71,784 34,142
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 28,315)
-4,698 -7,433 31,144 4,090 8,315 30,536 32,026 -2,221 -3,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 7.1 42.7 39.7 46.5 92.2 96.3 7.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
67 53 82 93 76 203 175
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,295
COMMITMENTS
1,800 5,518 8,151 54,816 52,332 64,767 66,001 8,528 7,294
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -5,105)
-2,255 -643 782 -4,811 -6,202 -6,284 -6,063 1,179 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 7.5 11.1 74.8 71.4 88.4 90.0 11.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 1 2 19 21 21 23
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,649
COMMITMENTS
4,972 1,639 2,106 29,815 32,771 36,893 36,516 5,756 6,133
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -7,012)
2,770 273 -2,362 -7,125 -4,492 -6,717 -6,581 -295 -431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 3.8 4.9 69.9 76.8 86.5 85.6 13.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 4 20 19 25 23
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 113,217
COMMITMENTS
5,702 0 0 98,553 101,993 104,255 101,993 8,962 11,224
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -8,161)
-1,724 0 0 -4,984 -10,023 -6,708 -10,023 -1,453 1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 0.0 0.0 87.0 90.1 92.1 90.1 7.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 0 0 25 24 26 24
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,443
COMMITMENTS
11,984 2,208 0 70,738 78,220 82,722 80,428 6,721 9,015
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,926)
0 0 0 4,858 4,250 4,858 4,250 68 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 2.5 0.0 79.1 87.5 92.5 89.9 7.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 0 24 24 25 25
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,912
COMMITMENTS
424 5,003 4,464 60,909 56,162 65,797 65,629 4,115 4,283
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -7,487)
-310 -2,204 74 -5,895 -4,230 -6,131 -6,360 -1,356 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 7.2 6.4 87.1 80.3 94.1 93.9 5.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 1 19 19 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,021
COMMITMENTS
1,458 4,831 5,825 46,295 40,928 53,578 51,584 4,443 6,437
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -7,966)
-370 -3,683 1,024 -7,499 -5,298 -6,845 -7,957 -1,121 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 8.3 10.0 79.8 70.5 92.3 88.9 7.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 3 18 21 22 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 119,612
COMMITMENTS
0 9,087 3,942 104,932 97,978 108,874 111,007 10,738 8,605
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 2,149)
0 8,039 -4,721 6,380 -1,401 1,659 1,917 490 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 7.6 3.3 87.7 81.9 91.0 92.8 9.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 2 2 35 30 37 32
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 37,886
COMMITMENTS
310 6,256 1,115 27,376 27,565 28,801 34,936 9,085 2,950
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,962)
60 265 -775 -3,134 -2,849 -3,849 -3,359 -113 -603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 16.5 2.9 72.3 72.8 76.0 92.2 24.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 2 2 15 18 18 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,959
COMMITMENTS
0 15,067 2,693 62,755 47,623 65,448 65,383 9,511 9,576
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 2,001)
0 1,912 -364 3,120 455 2,756 2,003 -755 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 20.1 3.6 83.7 63.5 87.3 87.2 12.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 20 19 21 20
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,416
COMMITMENTS
4,957 368 2,500 38,319 41,744 45,776 44,612 4,640 5,804
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,817)
2,713 -124 -2,157 -2,500 1,298 -1,944 -983 127 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.7 5.0 76.0 82.8 90.8 88.5 9.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 15 14 16 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,845
COMMITMENTS
7,800 0 0 63,059 75,651 70,859 75,651 9,986 5,194
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -9,421)
-2,294 0 0 -6,763 -10,733 -9,057 -10,733 -364 1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.0 0.0 78.0 93.6 87.6 93.6 12.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 0 26 25 28 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,682
COMMITMENTS
0 13,587 3,344 73,101 59,159 76,445 76,090 6,237 6,592
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 698)
0 -560 1,138 333 577 1,471 1,155 -773 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.4 4.0 88.4 71.6 92.5 92.0 7.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
0 3 1 32 30 33 33
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,048
COMMITMENTS
2,337 0 4,258 47,196 54,451 53,791 58,709 13,257 8,339
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 2,635)
-2,394 0 1,507 3,332 1,607 2,445 3,114 190 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 0.0 6.4 70.4 81.2 80.2 87.6 19.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 0 1 22 22 23 23
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 175,885
COMMITMENTS
830 6,171 16,389 147,978 147,293 165,197 169,853 10,688 6,032
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -14,021)
0 -3,291 -1,764 -11,989 -8,142 -13,753 -13,197 -268 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 3.5 9.3 84.1 83.7 93.9 96.6 6.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 5 6 37 32 43 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 89,671
COMMITMENTS
6,237 4,170 3,880 71,038 70,558 81,155 78,608 8,516 11,063
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,240)
-3,670 -124 1,818 -1,551 -3,770 -3,403 -2,076 163 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 4.7 4.3 79.2 78.7 90.5 87.7 9.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 1 2 26 21 29 24
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,315
COMMITMENTS
0 5,638 0 53,707 47,253 53,707 52,891 608 1,424
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -12,896)
-1,240 -3,162 0 -11,005 -9,546 -12,245 -12,708 -651 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.4 0.0 98.9 87.0 98.9 97.4 1.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 0 16 16 16 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 255,871
COMMITMENTS
9,466 0 4,486 233,357 245,828 247,309 250,314 8,562 5,557
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -12,416)
-3,967 0 291 -8,000 -12,873 -11,676 -12,582 -740 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 0.0 1.8 91.2 96.1 96.7 97.8 3.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 0 3 46 46 51 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 147,020
COMMITMENTS
7,515 0 8,740 121,380 133,599 137,635 142,339 9,385 4,681
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -5,760)
-2,906 -1,189 429 -2,534 -4,332 -5,011 -5,092 -749 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 5.9 82.6 90.9 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 0 4 35 35 39 39
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,221
COMMITMENTS
10,108 492 5,161 126,432 136,160 141,701 141,813 13,520 13,408
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -7,901)
-731 127 -704 -8,468 -8,900 -9,903 -9,477 2,002 1,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 0.3 3.3 81.5 87.7 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
1 1 2 34 34 36 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,785
COMMITMENTS
14,161 3,177 24,941 116,784 125,550 155,886 153,668 6,899 9,117
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -24,530)
-4,553 -13,210 2,536 -25,080 -14,720 -27,097 -25,394 2,567 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 2.0 15.3 71.7 77.1 95.8 94.4 4.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 3 6 32 35 38 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,740
COMMITMENTS
0 2,898 122 48,692 39,440 48,814 42,460 4,926 11,280
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,758)
0 372 -372 -3,235 -3,168 -3,607 -3,168 -151 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 5.4 0.2 90.6 73.4 90.8 79.0 9.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 1 1 18 17 19 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 2,695,316
COMMITMENTS
523,811 89,419 831,772 1319489 1760421 2675072 2681612 20,244 13,704
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -48,211)
-1,663 -14,304 -631 -46,845 -31,951 -49,139 -46,886 928 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 3.3 30.9 49.0 65.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
26 15 42 98 80 140 123
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 686,757
COMMITMENTS
141,159 110,827 164,507 377,747 407,414 683,413 682,748 3,344 4,009
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -59,270)
-33,176 -30,699 -15,913 -11,163 -13,206 -60,252 -59,818 982 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 16.1 24.0 55.0 59.3 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 15 26 36 33 65 62
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 48,313
COMMITMENTS
10,152 1,170 4,892 32,411 41,441 47,455 47,503 858 810
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -3,002)
139 -972 -1,070 -2,041 -890 -2,972 -2,932 -30 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 2.4 10.1 67.1 85.8 98.2 98.3 1.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 4 7 37 36 47 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,338
COMMITMENTS
1,284 3,828 252 25,636 22,877 27,172 26,957 166 381
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -599)
0 0 0 385 425 385 425 -984 -1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 14.0 0.9 93.8 83.7 99.4 98.6 0.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 5 1 26 21 27 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 17,634
COMMITMENTS
2,065 252 129 15,440 17,093 17,634 17,474 0 160
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 209)
0 0 0 209 49 209 49 0 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 1.4 0.7 87.6 96.9 100.0 99.1 0.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 1 17 18 21 20
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 16,921
COMMITMENTS
716 1,853 129 15,429 14,879 16,274 16,861 647 60
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 454)
0 0 0 334 454 334 454 120 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 11.0 0.8 91.2 87.9 96.2 99.6 3.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 3 1 16 12 18 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,390
COMMITMENTS
2,980 4,338 130 20,028 18,302 23,138 22,770 252 620
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -24)
40 -154 -100 318 -10 258 -264 -282 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 18.5 0.6 85.6 78.2 98.9 97.3 1.1 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 3 2 19 20 22 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,419
COMMITMENTS
3,160 190 330 21,709 25,100 25,199 25,620 1,220 799
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -794)
10 50 -100 -658 -727 -748 -777 -46 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 0.7 1.2 82.2 95.0 95.4 97.0 4.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 1 2 22 23 25 25
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 12,344
COMMITMENTS
360 252 1,080 10,684 10,912 12,124 12,244 220 100
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -740)
-60 -104 0 -400 -346 -460 -450 -280 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 2.0 8.7 86.6 88.4 98.2 99.2 1.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,109,838
COMMITMENTS
189,224 123,129 249,726 610,969 674,562 1049919 1047417 59,919 62,421
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 58,487)
4,132 -1,678 14,510 40,522 49,826 59,164 62,658 -677 -4,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 11.1 22.5 55.1 60.8 94.6 94.4 5.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
102 87 112 84 89 252 234
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 37,521
COMMITMENTS
24,960 26,244 830 642 1,414 26,432 28,488 11,089 9,033
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 9,900)
7,745 6,338 23 642 1,414 8,410 7,775 1,490 2,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.5 69.9 2.2 1.7 3.8 70.4 75.9 29.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 21 10 1 2 28 26
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 28,328
COMMITMENTS
5,169 8,051 3,280 9,563 9,547 18,012 20,878 10,316 7,450
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 925)
1,149 461 -790 2,414 2,844 2,773 2,515 -1,848 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 28.4 11.6 33.8 33.7 63.6 73.7 36.4 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 7 10 10 11 24 22
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,587
COMMITMENTS
7,852 2,658 790 2,770 9,789 11,412 13,237 2,175 350
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -948)
-811 -32 57 24 -682 -730 -657 -218 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 19.6 5.8 20.4 72.0 84.0 97.4 16.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
51 8 6 17 26 72 39
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,272
COMMITMENTS
5,315 512 244 1,579 7,670 7,138 8,426 2,134 846
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 705)
692 -136 -6 4 815 690 673 15 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 5.5 2.6 17.0 82.7 77.0 90.9 23.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
24 3 2 8 19 34 24
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 85,687
COMMITMENTS
25,939 6,801 3,402 41,015 69,179 70,356 79,382 15,331 6,305
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -9,968)
-3,206 1,840 -1,156 -5,057 -7,560 -9,419 -6,876 -549 -3,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 7.9 4.0 47.9 80.7 82.1 92.6 17.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
39 18 21 53 61 107 88
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 52,495
COMMITMENTS
10,149 1,350 4,579 34,290 41,913 49,018 47,842 3,477 4,653
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,251)
1,811 111 974 -3,633 -3,217 -848 -2,132 -403 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 2.6 8.7 65.3 79.8 93.4 91.1 6.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 3 9 37 39 53 48
Updated August 4, 2006