NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,198
COMMITMENTS
1,080 875 0 3,853 3,982 4,933 4,857 265 341
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -65)
0 200 0 -55 -176 -55 24 -10 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.8 0.0 74.1 76.6 94.9 93.4 5.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 3 0 15 16 16 19
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 185,441
COMMITMENTS
25,257 17,311 35,853 94,961 101,815 156,071 154,979 29,370 30,461
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -67)
-471 -1,432 3,954 -4,807 -951 -1,325 1,571 1,258 -1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 9.3 19.3 51.2 54.9 84.2 83.6 15.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
25 30 33 56 57 103 101
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 965,971
COMMITMENTS
56,491 83,368 450,923 370,536 390,363 877,951 924,654 88,021 41,317
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 28,671)
9,737 9,328 20,400 644 1,986 30,781 31,715 -2,110 -3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 8.6 46.7 38.4 40.4 90.9 95.7 9.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
65 57 84 94 81 203 181
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,674
COMMITMENTS
0 387 2,245 46,292 45,543 48,537 48,175 5,137 5,499
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -2,359)
0 -849 -34 -2,614 -935 -2,648 -1,818 289 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 4.2 86.2 84.9 90.4 89.8 9.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 18 18 19 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,231
COMMITMENTS
7,054 2,500 2,079 44,549 49,836 53,682 54,415 8,549 7,816
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,642)
1,156 -90 -934 -7,021 -5,752 -6,799 -6,776 1,157 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 4.0 3.3 71.6 80.1 86.3 87.4 13.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 3 17 17 21 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,512
COMMITMENTS
1,984 439 920 92,971 95,269 95,875 96,628 13,637 12,884
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,338)
-9,983 150 -150 11,135 2,654 1,002 2,654 1,336 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.4 0.8 84.9 87.0 87.5 88.2 12.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
1 1 1 24 20 26 21
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 58,303
COMMITMENTS
0 1,658 0 49,669 48,805 49,669 50,463 8,634 7,840
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,522)
0 -120 0 -8,940 -6,331 -8,940 -6,451 2,418 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.8 0.0 85.2 83.7 85.2 86.6 14.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 0 16 21 16 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,031
COMMITMENTS
0 14,401 547 73,050 54,454 73,597 69,402 2,434 6,629
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,166)
0 452 -452 -3,354 -5,798 -3,806 -5,798 -360 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 18.9 0.7 96.1 71.6 96.8 91.3 3.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 19 16 21 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,602
COMMITMENTS
10,552 8,491 2,627 42,778 47,335 55,957 58,453 8,645 6,149
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,295)
974 286 -30 -3,839 -2,921 -2,895 -2,665 -400 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 13.1 4.1 66.2 73.3 86.6 90.5 13.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 2 2 17 19 21 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,669
COMMITMENTS
1,361 0 1,699 91,567 94,351 94,627 96,050 9,042 7,619
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,901)
794 0 -1,931 -7,046 -5,428 -8,183 -7,359 1,282 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 0.0 1.6 88.3 91.0 91.3 92.7 8.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 0 1 22 23 23 24
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,216
COMMITMENTS
9,200 0 0 61,973 72,167 71,173 72,167 9,043 8,049
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 544)
-1,320 0 0 1,600 412 280 412 264 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 0.0 0.0 77.3 90.0 88.7 90.0 11.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 0 18 21 19 21
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,378
COMMITMENTS
0 6,240 2,328 54,825 46,654 57,153 55,222 8,225 10,156
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,304)
0 614 176 -6,437 -4,644 -6,261 -3,854 1,957 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.5 3.6 83.9 71.4 87.4 84.5 12.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 20 15 22 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,914
COMMITMENTS
0 19,184 4,241 151,538 136,674 155,779 160,099 9,135 4,815
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -15,596)
0 -4,551 310 -15,099 -11,340 -14,789 -15,581 -807 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 2.6 91.9 82.9 94.5 97.1 5.5 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
0 4 3 36 32 39 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,069
COMMITMENTS
5,277 0 2,196 58,854 62,200 66,327 64,396 12,742 14,673
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,358)
-3,534 -2,550 809 -3,373 -5,573 -6,098 -7,314 740 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.8 74.4 78.7 83.9 81.4 16.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 14 16 16 17
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 205,736
COMMITMENTS
15,061 482 1,314 182,002 195,172 198,377 196,968 7,359 8,768
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -12,121)
3,013 -848 -341 -15,152 -10,225 -12,480 -11,414 359 -707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.2 0.6 88.5 94.9 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 1 4 33 37 38 42
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 152,528
COMMITMENTS
9,187 1,568 8,799 127,907 135,026 145,893 145,393 6,635 7,135
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,927)
-174 860 -1,789 -3,825 -5,087 -5,788 -6,016 -1,139 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.0 5.8 83.9 88.5 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 3 5 35 30 40 35
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 146,895
COMMITMENTS
2,240 4,229 3,538 131,262 129,271 137,040 137,038 9,855 9,857
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,301)
2,240 -4,130 237 -7,086 -1,276 -4,609 -5,169 -692 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 2.9 2.4 89.4 88.0 93.3 93.3 6.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 2 2 33 31 35 34
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 185,189
COMMITMENTS
7,985 24,239 22,596 150,343 134,564 180,924 181,399 4,265 3,790
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -7,715)
2,122 -5,581 -4,449 -4,999 1,883 -7,326 -8,147 -389 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 13.1 12.2 81.2 72.7 97.7 98.0 2.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 3 7 30 34 37 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,831
COMMITMENTS
0 0 0 46,883 39,793 46,883 39,793 4,948 12,038
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,926)
-7,272 0 0 1,402 -5,747 -5,870 -5,747 944 821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.5 76.8 90.5 76.8 9.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 16 15 16
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,625,729
COMMITMENTS
252,055 46,014 417,822 936,544 1152154 1606421 1615990 19,308 9,739
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -35,447)
-26,915 -13,632 2,264 -15,352 -22,717 -40,003 -34,085 4,556 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.8 25.7 57.6 70.9 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
23 18 34 93 80 130 118
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 402,832
COMMITMENTS
92,636 32,154 91,705 215,173 275,566 399,514 399,425 3,318 3,407
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -18,736)
1,637 -21,606 -6,402 -13,671 16,015 -18,436 -11,993 -300 -6,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 8.0 22.8 53.4 68.4 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 10 21 31 29 55 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,303
COMMITMENTS
10,702 1,671 12,545 56,428 65,457 79,675 79,674 628 629
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,262)
-1,937 -8,018 -2,864 423 6,367 -4,379 -4,515 116 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 2.1 15.6 70.3 81.5 99.2 99.2 0.8 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 8 42 39 51 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,354
COMMITMENTS
1,152 4,307 524 21,052 17,832 22,728 22,663 626 691
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,576)
-32 -4,257 -511 -1,200 3,215 -1,743 -1,553 167 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 18.4 2.2 90.1 76.4 97.3 97.0 2.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 2 25 22 29 27
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,210
COMMITMENTS
2,614 804 0 11,406 13,406 14,020 14,210 190 0
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -581)
-1,542 -4 -1,323 2,307 746 -558 -581 -23 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 5.7 0.0 80.3 94.3 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 4 0 15 15 17 19
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 11,977
COMMITMENTS
1,146 2,552 0 10,223 9,425 11,369 11,977 608 0
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -763)
-92 -1,710 -83 -542 1,030 -717 -763 -46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 21.3 0.0 85.4 78.7 94.9 100.0 5.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 11 11 12 13
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,488
COMMITMENTS
3,840 4,734 302 19,718 19,104 23,860 24,140 1,628 1,348
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,212)
-20 -5,960 -110 -1,162 4,958 -1,292 -1,112 80 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 18.6 1.2 77.4 75.0 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 19 20 23 24
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,480
COMMITMENTS
4,730 160 620 18,035 23,254 23,385 24,034 1,095 446
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 640)
-1,780 -1,040 -670 2,974 2,304 524 594 116 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 0.7 2.5 73.7 95.0 95.5 98.2 4.5 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 28 26 31 30
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,593,126
COMMITMENTS
161,717 92,652 475,686 888,336 941,900 1525740 1510238 67,387 82,888
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 55,617)
12,557 -2,464 31,372 10,161 19,765 54,089 48,672 1,528 6,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.8 29.9 55.8 59.1 95.8 94.8 4.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
100 100 156 87 98 271 284
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 17,125
COMMITMENTS
11,184 2,498 1,023 1,452 12,906 13,659 16,427 3,466 698
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 715)
599 63 98 -71 562 626 723 89 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 14.6 6.0 8.5 75.4 79.8 95.9 20.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
95 7 6 12 29 112 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,104
COMMITMENTS
4,962 1,144 0 1,681 6,669 6,643 7,813 2,461 1,291
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 217)
572 172 -27 -201 455 344 600 -127 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 12.6 0.0 18.5 73.3 73.0 85.8 27.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 8 0 15 17 43 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 150,934
COMMITMENTS
23,370 7,925 27,696 81,410 101,726 132,476 137,346 18,458 13,588
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,064)
40 -250 3,220 -9,102 -6,988 -5,842 -4,018 777 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 5.3 18.3 53.9 67.4 87.8 91.0 12.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
44 29 40 58 69 126 116
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 36,826
COMMITMENTS
10,335 209 645 22,378 29,437 33,358 30,291 3,468 6,535
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 5,913)
5,275 89 -402 135 1,540 5,008 1,227 905 4,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 0.6 1.8 60.8 79.9 90.6 82.3 9.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 2 3 18 22 24 25
Updated April 7, 2006