GULF # 6 FUEL 3.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,889
COMMITMENTS
150 25 25 3,421 3,839 3,596 3,889 293 0
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 250)
150 0 0 100 250 250 250 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 0.6 0.6 88.0 98.7 92.5 100.0 7.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 1 1 16 18 18 19
NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 8,386
COMMITMENTS
224 150 486 7,251 7,433 7,961 8,069 425 317
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 502)
0 0 0 553 502 553 502 -51 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 1.8 5.8 86.5 88.6 94.9 96.2 5.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 2 3 28 26 32 29
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 259,292
COMMITMENTS
21,106 32,432 45,359 157,121 145,284 223,586 223,075 35,706 36,217
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,152)
626 676 -743 1,748 1,837 1,630 1,770 2,522 2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.5 17.5 60.6 56.0 86.2 86.0 13.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
28 37 36 66 67 115 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 1,313,954
COMMITMENTS
122,618 80,343 597,528 521,233 592,906 1241379 1270776 72,575 43,178
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -40,340)
4,702 4,310 -31,618 -5,614 -10,919 -32,530 -38,228 -7,810 -2,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.1 45.5 39.7 45.1 94.5 96.7 5.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
56 69 91 94 85 206 193
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 81,938
COMMITMENTS
5,160 0 7,655 61,704 63,208 74,519 70,863 7,419 11,075
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 647)
2,047 -676 -959 197 2,324 1,285 689 -638 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 0.0 9.3 75.3 77.1 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 0 2 19 23 21 25
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,116
COMMITMENTS
8,516 0 1,202 22,681 35,180 32,399 36,382 14,717 10,734
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 44)
-2,328 0 -71 1,356 -891 -1,043 -962 1,087 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 0.0 2.6 48.1 74.7 68.8 77.2 31.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 1 18 17 20 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 130,981
COMMITMENTS
10,831 600 1,944 108,853 120,168 121,628 122,712 9,353 8,269
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 2,774)
1,049 600 120 1,601 838 2,770 1,558 4 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.5 1.5 83.1 91.7 92.9 93.7 7.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 1 2 28 29 31 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,580
COMMITMENTS
18,064 0 0 39,040 54,010 57,104 54,010 11,476 14,570
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 338)
0 0 0 307 -121 307 -121 31 459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 0.0 0.0 56.9 78.8 83.3 78.8 16.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 13 14 13
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 73,810
COMMITMENTS
0 5,715 5,293 64,922 56,901 70,215 67,909 3,595 5,901
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 2,450)
0 1,356 56 2,487 883 2,543 2,295 -93 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.7 7.2 88.0 77.1 95.1 92.0 4.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 2 17 19 19 22
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,842
COMMITMENTS
4,462 0 4,010 48,356 52,259 56,828 56,269 7,014 7,573
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,540)
2,560 0 -189 -1,200 1,709 1,171 1,520 369 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 6.3 75.7 81.9 89.0 88.1 11.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 0 3 19 20 22 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 106,058
COMMITMENTS
3,479 3,315 3,692 90,378 89,040 97,549 96,047 8,509 10,011
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,764)
62 -1,030 425 -3,473 -2,296 -2,986 -2,901 222 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.1 3.5 85.2 84.0 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 2 2 26 26 28 29
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 74,741
COMMITMENTS
0 6,642 2,270 59,937 56,808 62,207 65,720 12,534 9,021
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,559)
0 1,067 152 5,443 3,790 5,595 5,009 -1,036 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 8.9 3.0 80.2 76.0 83.2 87.9 16.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 1 1 18 18 19 19
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,678
COMMITMENTS
0 182 674 56,068 60,725 56,742 61,581 9,936 5,097
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 986)
0 0 0 1,080 948 1,080 948 -94 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.0 84.1 91.1 85.1 92.4 14.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 1 1 25 24 26 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 84,808
COMMITMENTS
0 12,149 4,243 64,648 58,627 68,891 75,019 15,917 9,789
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 7,338)
0 3,403 -1,197 7,850 4,943 6,653 7,149 685 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 14.3 5.0 76.2 69.1 81.2 88.5 18.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
0 3 2 23 19 25 22
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,948
COMMITMENTS
239 372 3,361 41,461 55,145 45,061 58,878 20,887 7,070
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 794)
-48 0 -414 -318 868 -780 454 1,574 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.6 5.1 62.9 83.6 68.3 89.3 31.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 15 18 16 20
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,168
COMMITMENTS
600 3,638 0 47,170 43,650 47,770 47,288 2,398 2,880
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 5,580)
-180 180 0 4,890 3,546 4,710 3,726 870 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 7.3 0.0 94.0 87.0 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 3 0 16 14 18 17
HOUSTON SHP CHANNEL INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A10
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 29,274
COMMITMENTS
0 968 0 29,106 27,610 29,106 28,578 168 696
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.3 0.0 99.4 94.3 99.4 97.6 0.6 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 12 14 12 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 187,933
COMMITMENTS
2,355 9,179 15,575 150,983 152,368 168,913 177,122 19,020 10,811
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 5,269)
2,011 -2,293 5,857 -3,986 378 3,882 3,942 1,387 1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 4.9 8.3 80.3 81.1 89.9 94.2 10.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
3 2 5 36 31 41 36
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 93,372
COMMITMENTS
3,263 0 3,355 78,331 78,596 84,949 81,951 8,423 11,421
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -370)
-424 0 585 2,099 3,128 2,260 3,713 -2,630 -4,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 0.0 3.6 83.9 84.2 91.0 87.8 9.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 0 2 26 23 28 25
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,678
COMMITMENTS
600 3,030 0 61,336 59,382 61,936 62,412 2,742 2,266
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,562)
-180 300 0 3,682 2,602 3,502 2,902 60 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 4.7 0.0 94.8 91.8 95.8 96.5 4.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 2 0 16 18 18 20
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 284,109
COMMITMENTS
13,295 628 5,787 253,769 268,956 272,851 275,371 11,258 8,738
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 14,214)
2,013 8 1,224 12,929 14,034 16,166 15,266 -1,952 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 0.2 2.0 89.3 94.7 96.0 96.9 4.0 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 2 5 45 44 50 49
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 181,884
COMMITMENTS
13,809 11,966 12,420 144,602 152,876 170,831 177,262 11,053 4,622
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,085)
-3,006 -3,007 2,915 4,425 4,384 4,334 4,292 -249 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 6.6 6.8 79.5 84.1 93.9 97.5 6.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 4 39 35 44 40
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 177,032
COMMITMENTS
3,115 1,040 6,265 152,793 153,807 162,173 161,112 14,859 15,920
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,251)
3,115 -361 -279 883 6,051 3,719 5,411 -468 -2,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 0.6 3.5 86.3 86.9 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 1 2 37 36 40 38
SAN JUAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035656
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,109
COMMITMENTS
0 5,330 2,636 35,781 22,458 38,417 30,424 7,692 15,685
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -261)
0 -1,827 343 -540 1,323 -197 -161 -64 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 11.6 5.7 77.6 48.7 83.3 66.0 16.7 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 15 16 17 18
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 193,640
COMMITMENTS
34,305 7,018 16,638 134,755 157,486 185,698 181,142 7,942 12,498
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 9,651)
6,276 6,130 -2,382 8,288 5,846 12,182 9,594 -2,531 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 3.6 8.6 69.6 81.3 95.9 93.5 4.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 1 6 33 37 39 43
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,896
COMMITMENTS
0 3,816 480 52,592 43,742 53,072 48,038 4,824 9,858
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -1,108)
0 84 0 -1,395 -2,584 -1,395 -2,500 287 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 0.8 90.8 75.6 91.7 83.0 8.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
0 2 1 24 22 25 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 3,080,334
COMMITMENTS
160,262 183,050 1151550 1748603 1736262 3060415 3070862 19,919 9,472
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -164,656)
12,751 -29,320 -70,192 -106,501 -58,318 -163,942 -157,830 -714 -6,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.9 37.4 56.8 56.4 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
28 21 44 101 85 149 131
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 727,133
COMMITMENTS
143,429 37,345 185,476 392,061 495,627 720,966 718,448 6,167 8,685
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -73,106)
-60,997 -16,081 -11,844 -4,467 -50,425 -77,308 -78,350 4,202 5,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.1 25.5 53.9 68.2 99.2 98.8 0.8 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 10 19 34 35 55 57
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,266
COMMITMENTS
6,285 1,096 3,952 61,299 66,426 71,537 71,474 730 793
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -5,214)
-769 448 -1,188 -3,145 -4,396 -5,103 -5,136 -111 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 1.5 5.5 84.8 91.9 99.0 98.9 1.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 8 38 37 48 45
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,428
COMMITMENTS
434 1,407 1,102 23,766 22,475 25,302 24,984 126 444
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 5.5 4.3 93.5 88.4 99.5 98.3 0.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 3 1 22 20 23 24
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 19,101
COMMITMENTS
1,524 0 0 17,534 19,101 19,058 19,101 43 0
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 88)
0 0 0 88 88 88 88 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 91.8 100.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 14 18 14
NYISO ZONE J LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 14,162
COMMITMENTS
252 1,203 0 13,721 12,959 13,973 14,162 189 0
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.5 0.0 96.9 91.5 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 0 11 11 12 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 21,820
COMMITMENTS
230 1,140 938 20,354 19,634 21,522 21,712 298 108
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 76)
0 0 0 76 76 76 76 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 5.2 4.3 93.3 90.0 98.6 99.5 1.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 3 3 20 21 24 25
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 26,750
COMMITMENTS
2,720 0 300 22,441 25,406 25,461 25,706 1,289 1,044
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 168)
0 0 0 412 280 412 280 -244 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 1.1 83.9 95.0 95.2 96.1 4.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
2 0 1 23 22 25 23
NORTH ILL OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 27,754
COMMITMENTS
0 1,268 1,800 25,344 24,586 27,144 27,654 610 100
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 260)
0 -240 480 -310 20 170 260 90 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.6 6.5 91.3 88.6 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 18 12 20 15
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 13,738
COMMITMENTS
180 524 648 12,306 12,014 13,134 13,186 604 552
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -192)
0 480 -480 216 -192 -264 -192 72 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 3.8 4.7 89.6 87.5 95.6 96.0 4.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 1 14 15 16 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 2,042,934
COMMITMENTS
170,482 135,844 639,075 1148416 1178466 1957973 1953385 84,960 89,549
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 53,031)
932 7,616 28,207 10,811 9,764 39,950 45,587 13,082 7,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.6 31.3 56.2 57.7 95.8 95.6 4.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
109 115 155 103 104 295 304
E-MINY CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067655
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500 BARRELS) OPEN INTEREST: 23,556
COMMITMENTS
8,517 13,966 393 779 1,479 9,689 15,838 13,867 7,718
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,509)
1,269 4,980 160 61 1,092 1,490 6,232 3,019 -1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 59.3 1.7 3.3 6.3 41.1 67.2 58.9 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 12 5 1 2 14 17
DUBAI CRUDE OIL CALENDAR SWAP - NEW YORK MERCANTILE EXCHANGE Code-06765G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 20,615
COMMITMENTS
0 0 0 20,615 20,615 20,615 20,615 0 0
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 2,350)
0 0 0 2,350 2,350 2,350 2,350 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 100.0 100.0 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 16 18 16 18
WTI CRUDE OIL FINANCIAL - NEW YORK MERCANTILE EXCHANGE Code-06765I
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 32,033
COMMITMENTS
7,534 5,807 5,445 12,155 14,204 25,134 25,456 6,899 6,577
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 8,345)
4,855 -823 1,906 1,674 7,973 8,435 9,056 -90 -711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 18.1 17.0 37.9 44.3 78.5 79.5 21.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 9 11 11 22 21
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 12,707
COMMITMENTS
5,803 2,519 105 4,439 9,463 10,347 12,087 2,360 620
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 568)
211 50 -22 257 563 446 591 122 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 19.8 0.8 34.9 74.5 81.4 95.1 18.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
46 9 3 19 24 68 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 7,648
COMMITMENTS
3,356 1,874 1 2,443 4,449 5,800 6,324 1,848 1,324
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 602)
-108 206 0 606 461 498 667 104 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 24.5 0.0 31.9 58.2 75.8 82.7 24.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 7 1 12 18 29 25
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 18,233
COMMITMENTS
1,080 1,919 863 11,373 10,322 13,316 13,105 4,917 5,128
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -8,055)
339 -108 -2,546 -3,983 -4,022 -6,191 -6,676 -1,864 -1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 10.5 4.7 62.4 56.6 73.0 71.9 27.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 3 20 16 25 21
GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE Code-111659
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 110,928
COMMITMENTS
13,509 10,419 5,184 80,901 83,258 99,593 98,860 11,335 12,068
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,848)
2,005 4,130 -1,236 3,371 -1,022 4,139 1,872 -291 1,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.4 4.7 72.9 75.1 89.8 89.1 10.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
27 15 12 57 66 87 91
Updated November 3, 2006