NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 172,510
COMMITMENTS
20,360 21,256 20,980 97,428 107,613 138,768 149,849 33,742 22,661
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,520)
-1,190 4,852 -1,341 5,644 -1,062 3,113 2,449 1,407 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 12.3 12.2 56.5 62.4 80.4 86.9 19.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
33 25 39 63 64 117 109
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 556,902
COMMITMENTS
57,397 74,845 187,246 241,869 263,515 486,512 525,606 70,390 31,296
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,932)
-7,276 6,947 4,310 4,198 230 1,232 11,487 2,700 -7,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 13.4 33.6 43.4 47.3 87.4 94.4 12.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
57 38 66 91 77 182 151
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,440
COMMITMENTS
9,262 3,244 3,208 78,008 83,586 90,478 90,038 9,962 10,402
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,085)
-419 0 143 1,392 388 1,116 531 -31 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 3.2 3.2 77.7 83.2 90.1 89.6 9.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 5 25 26 31 31
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,381
COMMITMENTS
2 21,906 2,248 60,335 41,094 62,585 65,248 5,796 3,133
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,209)
0 -1,776 733 2,904 5,218 3,637 4,175 -428 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 32.0 3.3 88.2 60.1 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 17 18 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,178
COMMITMENTS
22,069 12,926 3,840 34,694 45,337 60,603 62,103 7,575 6,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 847)
-3,116 -58 1,404 2,405 -119 693 1,227 154 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 19.0 5.6 50.9 66.5 88.9 91.1 11.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 4 16 16 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,041
COMMITMENTS
0 5,905 337 59,972 47,211 60,309 53,453 2,732 9,588
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 751)
0 1,326 -328 670 -368 342 630 409 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.4 0.5 95.1 74.9 95.7 84.8 4.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 10,542 1,202 55,253 45,069 56,455 56,813 8,150 7,792
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,359)
0 -1,013 827 1,704 1,683 2,531 1,497 -172 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.3 1.9 85.5 69.8 87.4 87.9 12.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 13 21 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,851
COMMITMENTS
0 1,933 162 35,439 37,224 35,601 39,319 8,250 4,532
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,376)
0 880 -300 0 338 -300 918 1,676 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 4.4 0.4 80.8 84.9 81.2 89.7 18.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,041
COMMITMENTS
7,551 1,398 4,464 37,481 44,421 49,496 50,283 7,545 6,758
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,829)
-1,922 190 1,798 3,071 837 2,947 2,825 -118 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 2.5 7.8 65.7 77.9 86.8 88.2 13.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 15 19 18 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,300,242
COMMITMENTS
348,086 77,257 222,243 710,948 989,597 1281277 1289097 18,965 11,145
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,371)
-3,489 1,836 16,703 22,282 20,357 35,496 38,896 1,875 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 5.9 17.1 54.7 76.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 13 32 86 80 121 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,697
COMMITMENTS
68,807 52,134 55,446 102,115 120,194 226,368 227,774 3,329 1,923
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,996)
1,447 4,852 6,762 7,683 3,986 15,892 15,600 104 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 22.7 24.1 44.5 52.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 9 16 27 27 45 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 76,283
COMMITMENTS
26,110 9,060 10,682 38,683 56,381 75,475 76,123 808 160
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 943)
-260 2,020 240 343 -1,357 323 903 620 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 11.9 14.0 50.7 73.9 98.9 99.8 1.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 6 9 36 39 46 48
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,030
COMMITMENTS
3,701 4,888 2,478 20,851 19,155 27,030 26,521 0 509
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 810)
-462 -40 676 596 174 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 18.1 9.2 77.1 70.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 19 22 26 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,798
COMMITMENTS
684 2,606 2,450 5,664 3,742 8,798 8,798 0 0
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -550)
0 -42 0 -42 0 -42 -42 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 29.6 27.8 64.4 42.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 10 19 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,590
COMMITMENTS
3,140 3,988 1,852 12,218 11,440 17,210 17,280 380 310
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 988)
-332 448 172 1,288 528 1,128 1,148 -140 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 22.7 10.5 69.5 65.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 7 20 20 27 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,276
COMMITMENTS
11,410 120 1,480 10,358 22,424 23,248 24,024 1,028 252
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 60)
80 0 -80 -20 80 -20 0 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 0.5 6.1 42.7 92.4 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 21 25 24 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,146
COMMITMENTS
1,940 120 820 6,362 7,926 9,122 8,866 24 280
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 546)
-20 0 0 546 546 526 546 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 1.3 9.0 69.6 86.7 99.7 96.9 0.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 15 10 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 852,369
COMMITMENTS
106,875 147,445 142,128 545,812 485,853 794,815 775,426 57,554 76,943
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -13,755)
-11,605 1,714 -15,664 16,718 -4,283 -10,551 -18,233 -3,204 4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 17.3 16.7 64.0 57.0 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
55 99 92 77 77 198 208
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,116
COMMITMENTS
8,630 2,968 180 1,400 9,536 10,210 12,684 2,906 432
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -90)
-282 -928 63 27 818 -192 -47 102 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 22.6 1.4 10.7 72.7 77.8 96.7 22.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
57 11 3 11 27 71 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,455
COMMITMENTS
10,336 555 12 553 11,512 10,901 12,079 2,554 1,376
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 384)
278 86 12 31 278 321 376 63 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 4.1 0.1 4.1 85.6 81.0 89.8 19.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 5 1 12 22 41 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 134,808
COMMITMENTS
26,268 2,405 12,308 81,406 109,837 119,982 124,550 14,826 10,258
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -164)
3,514 -204 820 -5,429 -1,809 -1,095 -1,193 931 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 1.8 9.1 60.4 81.5 89.0 92.4 11.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
44 11 35 58 74 116 109
Updated October 14, 2005