NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 5,923
COMMITMENTS
1,080 1,250 125 4,428 4,182 5,633 5,557 290 366
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 725)
0 375 125 575 200 700 700 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 21.1 2.1 74.8 70.6 95.1 93.8 4.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
1 4 1 16 17 18 21
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 191,094
COMMITMENTS
27,096 15,880 35,197 97,936 110,212 160,229 161,289 30,865 29,804
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,653)
1,840 -1,431 -656 2,975 8,397 4,158 6,310 1,495 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.3 18.4 51.3 57.7 83.8 84.4 16.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
30 27 36 58 60 109 103
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,014,296
COMMITMENTS
60,025 90,251 481,796 385,739 402,275 927,560 974,322 86,736 39,974
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 48,325)
3,533 6,883 30,874 15,202 11,911 49,609 49,668 -1,284 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 8.9 47.5 38.0 39.7 91.4 96.1 8.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
59 69 90 95 84 208 194
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 53,906
COMMITMENTS
0 189 2,260 46,109 46,113 48,369 48,562 5,537 5,344
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 232)
0 -198 15 -183 570 -168 387 400 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.4 4.2 85.5 85.5 89.7 90.1 10.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 1 1 18 19 19 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,314
COMMITMENTS
7,209 2,500 1,873 46,085 52,105 55,167 56,478 8,147 6,836
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,083)
155 0 -206 1,536 2,269 1,485 2,063 -402 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 3.9 3.0 72.8 82.3 87.1 89.2 12.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 20 18 24 21
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 118,106
COMMITMENTS
1,984 439 920 103,397 106,334 106,301 107,693 11,805 10,413
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 8,594)
0 0 0 10,426 11,065 10,426 11,065 -1,832 -2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 0.4 0.8 87.5 90.0 90.0 91.2 10.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
1 1 1 25 22 27 23
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,967
COMMITMENTS
0 1,658 0 53,281 51,741 53,281 53,399 8,686 8,568
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,664)
0 0 0 3,612 2,936 3,612 2,936 52 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.7 0.0 86.0 83.5 86.0 86.2 14.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 0 17 21 17 22
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,754
COMMITMENTS
0 16,683 302 74,284 54,682 74,586 71,667 3,168 6,087
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,723)
0 2,282 -245 1,234 228 989 2,265 734 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 21.5 0.4 95.5 70.3 95.9 92.2 4.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 1 19 16 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,330
COMMITMENTS
13,566 9,687 2,221 42,928 49,831 58,715 61,739 8,615 5,591
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,728)
3,014 1,196 -406 150 2,496 2,758 3,286 -30 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 14.4 3.3 63.8 74.0 87.2 91.7 12.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 3 2 19 21 23 25
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 109,494
COMMITMENTS
0 5,532 1,610 97,554 93,834 99,164 100,976 10,330 8,518
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,825)
-1,361 5,532 -89 5,987 -517 4,537 4,926 1,288 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.1 1.5 89.1 85.7 90.6 92.2 9.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
0 1 1 23 24 24 25
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,616
COMMITMENTS
6,286 0 1,364 68,863 75,527 76,513 76,891 9,103 8,725
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,400)
-2,914 0 1,364 6,890 3,360 5,340 4,724 60 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 1.6 80.4 88.2 89.4 89.8 10.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 0 1 20 21 21 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,249
COMMITMENTS
0 6,767 2,080 56,086 46,874 58,166 55,721 8,083 10,528
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 871)
0 527 -248 1,261 220 1,013 499 -142 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 10.2 3.1 84.7 70.8 87.8 84.1 12.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
0 2 2 21 16 23 18
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 166,394
COMMITMENTS
588 17,957 4,644 152,057 138,764 157,289 161,365 9,105 5,029
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,480)
588 -1,227 403 519 2,090 1,510 1,266 -30 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 10.8 2.8 91.4 83.4 94.5 97.0 5.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
1 3 3 36 33 39 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 82,526
COMMITMENTS
3,520 60 3,462 63,329 63,362 70,311 66,884 12,215 15,642
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,457)
-1,757 60 1,266 4,475 1,162 3,984 2,488 -527 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.1 4.2 76.7 76.8 85.2 81.0 14.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 17 18 19 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,314
COMMITMENTS
496 6,236 0 66,768 63,096 67,264 69,332 4,050 1,982
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -10,399)
-1,784 -1,568 0 -10,749 -5,997 -12,533 -7,565 2,134 -2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 8.7 0.0 93.6 88.5 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
1 1 0 15 13 16 14
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 221,966
COMMITMENTS
13,957 482 2,389 198,808 212,082 215,154 214,953 6,812 7,013
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 16,230)
-1,104 0 1,075 16,806 16,910 16,777 17,985 -547 -1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.2 1.1 89.6 95.5 96.9 96.8 3.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 1 4 37 38 42 43
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 153,762
COMMITMENTS
6,310 2,759 9,077 130,332 133,997 145,719 145,833 8,043 7,929
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,234)
-2,877 1,191 278 2,425 -1,029 -174 440 1,408 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 1.8 5.9 84.8 87.1 94.8 94.8 5.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 4 5 35 31 40 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 148,694
COMMITMENTS
0 5,377 4,830 134,346 128,923 139,176 139,130 9,518 9,564
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,799)
-2,240 1,148 1,292 3,084 -348 2,136 2,092 -337 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.6 3.2 90.4 86.7 93.6 93.6 6.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
0 3 2 34 33 36 36
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 190,599
COMMITMENTS
7,164 29,176 22,930 156,188 134,249 186,282 186,355 4,317 4,244
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,410)
-821 4,937 334 5,845 -315 5,358 4,956 52 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 15.3 12.0 81.9 70.4 97.7 97.8 2.3 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 4 7 30 34 39 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,130
COMMITMENTS
0 0 0 49,942 43,092 49,942 43,092 5,188 12,038
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,299)
0 0 0 3,059 3,299 3,059 3,299 240 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 90.6 78.2 90.6 78.2 9.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 15 15 15
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,657,032
COMMITMENTS
255,801 38,994 436,382 946,778 1171714 1638961 1647090 18,071 9,942
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 31,303)
3,746 -7,020 18,560 10,234 19,560 32,540 31,100 -1,237 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.4 26.3 57.1 70.7 98.9 99.4 1.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 15 35 95 81 134 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 409,940
COMMITMENTS
89,763 17,463 100,026 216,158 289,259 405,947 406,748 3,993 3,192
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 7,108)
-2,873 -14,691 8,321 985 13,693 6,433 7,323 675 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 4.3 24.4 52.7 70.6 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 12 20 31 31 54 53
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 80,717
COMMITMENTS
9,795 2,432 12,998 57,484 64,880 80,277 80,310 440 407
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 414)
-906 761 452 1,056 -577 602 636 -188 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 3.0 16.1 71.2 80.4 99.5 99.5 0.5 0.5
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 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 23,915
COMMITMENTS
1,152 4,195 743 21,394 18,286 23,289 23,224 626 691
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 561)
0 -112 219 342 454 561 561 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 17.5 3.1 89.5 76.5 97.4 97.1 2.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 4 3 25 21 30 26
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,474
COMMITMENTS
2,614 980 0 11,670 13,494 14,284 14,474 190 0
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 264)
0 176 0 264 88 264 264 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.8 0.0 80.6 93.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 4 0 15 18 17 22
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| 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 9,382 11,369 11,934 608 43
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 -43 0 -43 0 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 21.3 0.0 85.4 78.3 94.9 99.6 5.1 0.4
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 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,572
COMMITMENTS
3,840 4,734 302 19,802 19,168 23,944 24,204 1,628 1,368
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 84)
0 0 0 84 64 84 64 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 18.5 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 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 25,088
COMMITMENTS
4,730 160 620 18,743 23,970 24,093 24,750 995 338
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 608)
0 0 0 708 716 708 716 -100 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 0.6 2.5 74.7 95.5 96.0 98.7 4.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 2 3 27 26 30 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,358
COMMITMENTS
540 248 892 10,686 11,598 12,118 12,738 1,240 620
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -220)
-68 -330 -220 -64 130 -352 -420 132 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 1.9 6.7 80.0 86.8 90.7 95.4 9.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 13 15 15 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,636,757
COMMITMENTS
175,240 97,771 490,654 898,366 969,993 1564260 1558418 72,497 78,339
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 43,631)
13,523 5,119 14,968 10,030 28,093 38,521 48,180 5,110 -4,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.0 30.0 54.9 59.3 95.6 95.2 4.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
106 105 157 90 102 279 295
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 23,598
COMMITMENTS
16,266 12,777 684 493 706 17,443 14,167 6,155 9,431
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 7,659)
4,990 5,525 605 493 211 6,088 6,341 1,571 1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 54.1 2.9 2.1 3.0 73.9 60.0 26.1 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 7 3 1 1 17 9
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 18,261
COMMITMENTS
11,378 2,618 1,053 2,304 14,045 14,735 17,716 3,526 545
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,136)
194 120 30 852 1,139 1,076 1,289 60 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 14.3 5.8 12.6 76.9 80.7 97.0 19.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
89 9 7 14 30 110 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 9,292
COMMITMENTS
4,962 1,059 0 1,701 6,998 6,663 8,057 2,629 1,235
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 188)
0 -85 0 20 329 20 244 168 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 11.4 0.0 18.3 75.3 71.7 86.7 28.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
28 8 0 14 19 42 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 160,314
COMMITMENTS
24,352 7,642 33,366 79,528 104,219 137,246 145,228 23,068 15,086
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 9,380)
982 -282 5,671 -1,883 2,493 4,770 7,881 4,609 1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 4.8 20.8 49.6 65.0 85.6 90.6 14.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
44 27 44 62 74 129 125
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 38,732
COMMITMENTS
6,249 264 1,602 28,109 34,233 35,960 36,099 2,772 2,633
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,906)
-4,086 55 957 5,731 4,796 2,602 5,808 -696 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 0.7 4.1 72.6 88.4 92.8 93.2 7.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 3 5 23 24 32 29
Updated April 14, 2006