NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 183,846
COMMITMENTS
23,117 24,026 21,780 108,908 111,101 153,805 156,907 30,041 26,939
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 1,100)
2,426 -1,776 2,009 -3,949 2,228 486 2,461 614 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 13.1 11.8 59.2 60.4 83.7 85.3 16.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
41 28 40 69 68 126 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 549,314
COMMITMENTS
52,293 91,176 176,805 247,181 249,528 476,279 517,509 73,035 31,805
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 12,725)
8,475 -2,823 9,046 -5,964 8,184 11,557 14,407 1,168 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 16.6 32.2 45.0 45.4 86.7 94.2 13.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
47 50 69 87 70 174 153
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,622
COMMITMENTS
3,950 0 196 43,943 48,953 48,089 49,149 4,533 3,473
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,358)
1,468 -372 -358 -2,560 -2,167 -1,450 -2,897 -908 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 0.0 0.4 83.5 93.0 91.4 93.4 8.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 17 17 18
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,478
COMMITMENTS
18,478 2,516 3,175 73,320 87,168 94,973 92,859 8,505 10,619
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -5,939)
-242 149 106 -8,010 -6,480 -8,146 -6,225 2,207 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 2.4 3.1 70.9 84.2 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 3 4 21 23 26 29
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 54,235
COMMITMENTS
2,160 4,320 0 49,385 43,412 51,545 47,732 2,690 6,503
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,194)
-744 -1,364 0 -271 -405 -1,015 -1,769 -1,179 -425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 8.0 0.0 91.1 80.0 95.0 88.0 5.0 12.0
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 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,192
COMMITMENTS
0 10,465 2,683 58,122 48,932 60,805 62,080 4,387 3,112
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,010)
0 -1,035 -710 514 -2,526 -196 -4,271 -2,814 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.1 4.1 89.2 75.1 93.3 95.2 6.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 18 16 20 19
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 70,004
COMMITMENTS
19,179 4,361 4,031 39,152 56,572 62,362 64,964 7,642 5,040
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -6,588)
-2,119 -1,896 646 -4,421 -5,158 -5,894 -6,408 -694 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.2 5.8 55.9 80.8 89.1 92.8 10.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 2 3 19 19 23 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,047
COMMITMENTS
0 2,380 2,072 60,283 53,916 62,355 58,368 1,692 5,679
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,577)
0 2,376 -973 327 -2,093 -646 -690 -931 -887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.7 3.2 94.1 84.2 97.4 91.1 2.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 17 20 18 21
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 50,377
COMMITMENTS
0 5,350 4,302 39,488 35,119 43,790 44,771 6,587 5,606
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -4,670)
0 -724 666 -6,138 -5,003 -5,472 -5,061 802 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 10.6 8.5 78.4 69.7 86.9 88.9 13.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 15 22 17
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,767
COMMITMENTS
0 251 3,182 36,165 35,053 39,347 38,486 3,420 4,281
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,038)
-1,315 251 549 66 -1,454 -700 -654 -338 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 7.4 84.6 82.0 92.0 90.0 8.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 13 14 14
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,205
COMMITMENTS
17,815 208 1,492 37,925 56,294 57,232 57,994 4,973 4,211
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -4,845)
-716 208 -332 -3,450 -4,064 -4,498 -4,188 -347 -657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 0.3 2.4 61.0 90.5 92.0 93.2 8.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 1 3 15 19 19 22
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 164,844
COMMITMENTS
1,586 8,803 9,598 139,008 138,174 150,192 156,575 14,652 8,269
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -14,164)
-704 -1,358 -1,558 -10,907 -10,300 -13,169 -13,216 -995 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 5.3 5.8 84.3 83.8 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 5 4 34 32 38 38
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 79,360
COMMITMENTS
2,596 3,735 2,351 66,012 64,532 70,959 70,618 8,401 8,742
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -6,042)
-62 3,553 -2,072 -2,856 -7,892 -4,990 -6,411 -1,052 369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 4.7 3.0 83.2 81.3 89.4 89.0 10.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 1 1 17 18 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 143,146
COMMITMENTS
6,302 0 5,233 120,844 129,990 132,379 135,223 10,767 7,923
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -11,859)
-463 0 432 -15,280 -12,928 -15,311 -12,496 3,452 637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 0.0 3.7 84.4 90.8 92.5 94.5 7.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 0 3 30 31 33 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,060
COMMITMENTS
23,538 1,172 12,852 115,275 139,320 151,665 153,344 5,395 3,716
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -8,918)
6,546 -243 -4,339 -11,908 -5,211 -9,701 -9,793 783 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 0.7 8.2 73.4 88.7 96.6 97.6 3.4 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 7 33 30 41 37
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 138,179
COMMITMENTS
5,866 4,994 3,419 113,867 115,439 123,152 123,852 15,027 14,327
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,313)
1,084 -121 -742 -3,273 -989 -2,931 -1,852 -382 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 3.6 2.5 82.4 83.5 89.1 89.6 10.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 26 29 28
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 149,635
COMMITMENTS
7,491 18,341 10,214 123,736 116,862 141,441 145,417 8,194 4,218
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -10,070)
1,186 -2,028 -1,711 -10,065 -4,972 -10,590 -8,711 520 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.3 6.8 82.7 78.1 94.5 97.2 5.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 5 8 25 30 33 39
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 62,323
COMMITMENTS
991 16,662 2,098 57,144 35,954 60,233 54,714 2,090 7,609
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -3,529)
-180 1,306 -1,066 -2,297 -3,108 -3,543 -2,868 14 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 26.7 3.4 91.7 57.7 96.6 87.8 3.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 4 15 16 20 22
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,385,539
COMMITMENTS
312,741 59,021 291,224 756,870 1020507 1360835 1370752 24,704 14,787
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -859)
-26,785 -7,415 20,574 19,952 1,576 13,741 14,735 -14,600 -15,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 4.3 21.0 54.6 73.7 98.2 98.9 1.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
29 10 30 85 75 123 106
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 300,334
COMMITMENTS
76,215 87,649 68,942 151,637 140,277 296,794 296,868 3,540 3,466
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 14,535)
-4,201 -9,757 15,831 2,502 6,697 14,132 12,771 403 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 29.2 23.0 50.5 46.7 98.8 98.8 1.2 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 6 15 30 28 50 46
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,431
COMMITMENTS
23,492 9,538 11,250 37,484 51,516 72,226 72,304 205 127
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -403)
796 -930 468 -1,697 239 -433 -223 30 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 13.2 15.5 51.8 71.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 6 10 36 38 46 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,571
COMMITMENTS
5,460 5,893 2,119 18,971 18,050 26,550 26,062 21 509
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -39)
-833 1,708 42 752 -1,789 -39 -39 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 22.2 8.0 71.4 67.9 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 5 5 23 24 29 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 12,992
COMMITMENTS
1,744 4,052 592 10,316 8,262 12,652 12,906 340 86
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 156)
67 -1,401 -254 343 1,811 156 156 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 31.2 4.6 79.4 63.6 97.4 99.3 2.6 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 17 11 21 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 23,996
COMMITMENTS
4,180 5,560 1,856 17,295 16,440 23,331 23,856 665 140
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 2,444)
40 200 -508 2,880 2,852 2,412 2,544 32 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 23.2 7.7 72.1 68.5 97.2 99.4 2.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 4 7 22 20 29 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,286
COMMITMENTS
10,002 260 1,290 10,256 20,552 21,548 22,102 738 184
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -506)
2 140 -60 -362 -302 -420 -222 -86 -284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 1.2 5.8 46.0 92.2 96.7 99.2 3.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 1 4 22 26 26 31
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,085
COMMITMENTS
168 100 1,124 9,328 9,361 10,620 10,585 465 500
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 38)
-210 20 -20 416 -162 186 -162 -148 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.9 10.1 84.1 84.4 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 2 2 16 13 18 16
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 861,412
COMMITMENTS
131,832 161,359 123,786 540,058 496,329 795,676 781,474 65,736 79,938
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: 24,464)
10,681 -3,565 -2,082 -1,916 19,655 6,683 14,008 17,781 10,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 18.7 14.4 62.7 57.6 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
64 89 91 77 78 198 210
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 15,157
COMMITMENTS
8,728 1,701 185 3,081 12,883 11,994 14,769 3,163 388
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -973)
-17 -356 105 -1,067 -493 -979 -744 6 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 11.2 1.2 20.3 85.0 79.1 97.4 20.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
68 7 3 22 27 92 35
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,234
COMMITMENTS
8,788 761 50 1,070 9,965 9,908 10,776 2,326 1,458
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -1,252)
-1,212 -47 -25 37 -1,402 -1,200 -1,474 -52 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 6.2 0.4 8.7 81.5 81.0 88.1 19.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
30 7 1 8 19 39 26
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 12/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 143,227
COMMITMENTS
31,900 11,178 13,410 83,459 106,665 128,769 131,253 14,458 11,974
CHANGES FROM 11/29/05 (CHANGE IN OPEN INTEREST: -2,428)
3,306 290 -1,564 -5,100 14 -3,358 -1,260 930 -1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 7.8 9.4 58.3 74.5 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 23 33 59 70 116 110
Updated December 9, 2005