NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 184,489
COMMITMENTS
17,988 24,255 24,175 111,895 109,152 154,058 157,582 30,431 26,907
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,791)
2,951 836 -106 170 2,372 3,015 3,102 -1,224 -1,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 13.1 13.1 60.7 59.2 83.5 85.4 16.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
32 32 38 72 67 126 118
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 550,058
COMMITMENTS
45,963 95,671 168,839 261,003 250,844 475,805 515,354 74,253 34,704
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -7,421)
-2,193 3,695 -8,517 731 -4,390 -9,979 -9,212 2,558 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 17.4 30.7 47.5 45.6 86.5 93.7 13.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
48 50 72 93 77 181 160
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,916
COMMITMENTS
2,420 372 554 46,501 51,056 49,475 51,982 5,441 2,934
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 14,063)
-517 0 122 15,638 13,879 15,243 14,001 -1,180 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.7 1.0 84.7 93.0 90.1 94.7 9.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 17 18 18 20
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 39,469
COMMITMENTS
0 8,475 922 32,995 23,582 33,917 32,979 5,552 6,490
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 509)
0 1,444 -96 881 -1,364 785 -16 -276 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 21.5 2.3 83.6 59.7 85.9 83.6 14.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 2 2 17 14 19 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 108,418
COMMITMENTS
16,816 2,308 2,833 82,463 93,006 102,112 98,147 6,306 10,271
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,576)
2,248 -166 -1,083 550 1,218 1,715 -31 -139 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 2.1 2.6 76.1 85.8 94.2 90.5 5.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 2 4 27 27 32 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,062
COMMITMENTS
2,904 5,684 0 49,351 43,388 52,255 49,072 3,807 6,990
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 76)
0 0 0 85 23 85 23 -9 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 10.1 0.0 88.0 77.4 93.2 87.5 6.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 0 16 15 17 17
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 75,962
COMMITMENTS
0 11,703 3,982 60,296 53,233 64,278 68,918 11,684 7,044
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 5,898)
0 -1,066 399 430 2,737 829 2,070 5,069 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 15.4 5.2 79.4 70.1 84.6 90.7 15.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 3 18 18 21 21
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 76,871
COMMITMENTS
20,366 5,521 4,710 42,788 60,759 67,864 70,990 9,007 5,881
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,214)
-2,167 131 638 4,138 2,155 2,609 2,924 -395 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 7.2 6.1 55.7 79.0 88.3 92.3 11.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
2 3 3 21 20 25 24
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,078
COMMITMENTS
0 1,670 1,801 60,778 55,497 62,579 58,968 2,499 6,110
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,162)
-36 1,670 -581 2,233 -327 1,616 762 -454 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.6 2.8 93.4 85.3 96.2 90.6 3.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 19 19 20 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,873
COMMITMENTS
0 6,936 3,022 46,792 40,457 49,814 50,415 8,059 7,458
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,128)
0 -2,171 1,084 -166 3,033 918 1,946 2,210 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.0 5.2 80.9 69.9 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
0 2 2 23 18 25 20
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,157
COMMITMENTS
0 4,176 18 39,899 38,217 39,917 42,411 8,240 5,746
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 8.7 0.0 82.9 79.4 82.9 88.1 17.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 12 15 13
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,805
COMMITMENTS
738 0 2,633 36,186 36,507 39,557 39,140 4,248 4,665
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 3,055)
738 -222 753 1,058 2,524 2,549 3,055 506 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 0.0 6.0 82.6 83.3 90.3 89.4 9.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 1 14 15 15 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,602
COMMITMENTS
18,711 0 1,824 41,170 60,203 61,705 62,027 5,897 5,575
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,125)
980 0 -366 207 1,491 821 1,125 304 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 0.0 2.7 60.9 89.1 91.3 91.8 8.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 0 3 16 20 20 23
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,936
COMMITMENTS
3,184 578 3,619 37,739 36,876 44,542 41,073 8,394 11,863
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 2,389)
-1,351 578 305 1,721 1,749 675 2,632 1,714 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 1.1 6.8 71.3 69.7 84.1 77.6 15.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 2 2 19 16 21 19
CIG BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365P
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,990
COMMITMENTS
35 248 1,677 50,585 50,380 52,297 52,305 7,693 7,685
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 0.4 2.8 84.3 84.0 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 1 1 16 15 17 17
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 179,537
COMMITMENTS
2,290 10,597 10,760 150,603 148,345 163,653 169,702 15,884 9,835
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 5.9 6.0 83.9 82.6 91.2 94.5 8.8 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 4 6 34 31 40 37
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 85,524
COMMITMENTS
2,658 649 4,423 68,868 70,903 75,949 75,975 9,575 9,549
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 0.8 5.2 80.5 82.9 88.8 88.8 11.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 18 20 19
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,202
COMMITMENTS
18,820 1,426 1,680 44,750 59,891 65,250 62,997 1,952 4,205
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 2.1 2.5 66.6 89.1 97.1 93.7 2.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 1 12 14 14 16
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 155,231
COMMITMENTS
7,071 0 4,337 137,159 142,314 148,567 146,651 6,664 8,580
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 0.0 2.8 88.4 91.7 95.7 94.5 4.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
3 0 2 32 31 35 33
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 162,361
COMMITMENTS
15,755 1,415 17,380 125,569 141,062 158,704 159,857 3,657 2,504
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.9 10.7 77.3 86.9 97.7 98.5 2.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 2 7 37 31 45 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,006
COMMITMENTS
4,533 5,363 4,139 117,857 117,550 126,529 127,052 15,477 14,954
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 3.8 2.9 83.0 82.8 89.1 89.5 10.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 28 27 30 29
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,067
COMMITMENTS
4,345 20,412 13,431 133,013 119,346 150,789 153,189 9,278 6,878
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 12.8 8.4 83.1 74.6 94.2 95.7 5.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 6 8 27 29 35 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,731
COMMITMENTS
1,109 16,534 2,575 57,820 35,868 61,504 54,977 2,227 8,754
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 25.9 4.0 90.7 56.3 96.5 86.3 3.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 5 5 17 19 23 25
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,465,330
COMMITMENTS
330,743 55,553 294,186 796,476 1078722 1421405 1428461 43,925 36,869
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 57,053)
-4,780 -1,531 9,178 26,800 23,971 31,198 31,618 25,855 25,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 3.8 20.1 54.4 73.6 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
32 10 35 97 82 137 119
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 328,201
COMMITMENTS
80,990 107,410 73,851 170,697 145,444 325,538 326,705 2,663 1,496
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 19,765)
8,125 9,922 -1,540 13,605 10,934 20,190 19,316 -425 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 32.7 22.5 52.0 44.3 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 8 17 33 30 53 50
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,890
COMMITMENTS
22,536 9,048 11,282 38,940 52,510 72,758 72,840 132 50
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 167)
100 2,468 -372 1,069 -1,179 797 917 -630 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.4 15.5 53.4 72.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 8 10 38 41 48 52
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 25,738
COMMITMENTS
4,765 4,084 2,222 18,751 18,923 25,738 25,229 0 509
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -617)
1,293 -42 -497 -1,372 -37 -576 -576 -41 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 15.9 8.6 72.9 73.5 100.0 98.0 0.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
3 4 6 23 24 30 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,582
COMMITMENTS
1,677 5,199 932 9,973 6,451 12,582 12,582 0 0
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 1,234)
0 848 86 1,148 300 1,234 1,234 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 41.3 7.4 79.3 51.3 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 2 17 11 21 15
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 20,412
COMMITMENTS
3,900 5,420 2,374 13,965 12,274 20,239 20,068 173 344
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 940)
-140 48 320 919 728 1,099 1,096 -159 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 26.6 11.6 68.4 60.1 99.2 98.3 0.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 21 22 28 29
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,810
COMMITMENTS
10,000 120 1,350 10,782 20,772 22,132 22,242 678 568
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -126)
-240 0 60 12 -226 -168 -166 42 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 0.5 5.9 47.3 91.1 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 1 3 22 26 25 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 10,807
COMMITMENTS
618 80 904 8,672 9,523 10,194 10,507 613 300
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 197)
-128 0 100 132 97 104 197 93 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 0.7 8.4 80.2 88.1 94.3 97.2 5.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 2 16 12 18 15
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 805,527
COMMITMENTS
115,470 158,534 117,270 527,909 466,685 760,649 742,489 44,878 63,038
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: -39,538)
-24 -13,128 -4,135 -15,949 -6,519 -20,108 -23,782 -19,430 -15,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 19.7 14.6 65.5 57.9 94.4 92.2 5.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
56 90 77 75 76 185 197
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,981
COMMITMENTS
8,740 2,311 455 2,473 11,758 11,668 14,524 3,313 457
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 143)
53 -48 16 -368 203 -299 171 442 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 15.4 3.0 16.5 78.5 77.9 96.9 22.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
59 13 9 15 26 81 44
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,491
COMMITMENTS
10,153 745 0 997 11,480 11,150 12,225 2,341 1,266
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 578)
342 74 0 26 535 368 609 210 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 5.5 0.0 7.4 85.1 82.6 90.6 17.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 7 0 8 23 39 30
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 11/22/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 142,891
COMMITMENTS
29,474 8,163 14,576 88,578 109,511 132,628 132,250 10,263 10,641
CHANGES FROM 11/15/05 (CHANGE IN OPEN INTEREST: 4,655)
608 11 2,164 3,190 2,204 5,962 4,379 -1,307 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 5.7 10.2 62.0 76.6 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
48 20 36 73 70 137 115
Updated November 28, 2005