NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,265
COMMITMENTS
0 900 0 3,180 1,666 3,180 2,566 85 699
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 279)
0 0 0 247 289 247 289 32 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 27.6 0.0 97.4 51.0 97.4 78.6 2.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 16 12 16 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 181,676
COMMITMENTS
24,559 19,038 19,681 108,510 114,252 152,750 152,971 28,926 28,705
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -2,170)
1,442 -4,988 -2,099 -398 3,151 -1,055 -3,936 -1,115 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 10.5 10.8 59.7 62.9 84.1 84.2 15.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
40 29 38 71 69 125 122
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 557,246
COMMITMENTS
59,686 88,712 182,504 240,253 248,684 482,443 519,900 74,803 37,346
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 7,932)
7,393 -2,464 5,699 -6,928 -844 6,164 2,391 1,768 5,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.9 32.8 43.1 44.6 86.6 93.3 13.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 49 71 88 72 178 156
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,564
COMMITMENTS
3,603 0 333 44,411 48,550 48,347 48,883 3,217 2,681
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -1,058)
-347 0 137 468 -403 258 -266 -1,316 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.6 86.1 94.2 93.8 94.8 6.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 18 17 19
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 38,834
COMMITMENTS
125 652 3,533 28,146 28,460 31,804 32,645 7,030 6,189
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -300)
125 -6,723 2,515 -4,418 4,209 -1,778 1 1,478 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 1.7 9.1 72.5 73.3 81.9 84.1 18.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 2 14 14 16 16
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 103,856
COMMITMENTS
18,642 1,840 3,135 74,330 89,377 96,107 94,352 7,749 9,504
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 378)
164 -676 -40 1,010 2,209 1,134 1,493 -756 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 1.8 3.0 71.6 86.1 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
4 3 4 22 24 27 30
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 51,271
COMMITMENTS
2,160 3,600 0 46,061 42,046 48,221 45,646 3,050 5,625
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -2,964)
0 -720 0 -3,324 -1,366 -3,324 -2,086 360 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 7.0 0.0 89.8 82.0 94.1 89.0 5.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 0 15 17 16 19
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 65,309
COMMITMENTS
0 10,589 2,312 58,510 48,890 60,822 61,791 4,487 3,518
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 117)
0 124 -371 388 -42 17 -289 100 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 16.2 3.5 89.6 74.9 93.1 94.6 6.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 3 2 18 17 20 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 69,124
COMMITMENTS
14,534 3,625 4,459 41,031 57,069 60,024 65,153 9,100 3,971
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -880)
-4,645 -736 428 1,879 497 -2,338 189 1,458 -1,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 5.2 6.5 59.4 82.6 86.8 94.3 13.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 3 20 20 23 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,664
COMMITMENTS
0 84 2,486 59,701 59,168 62,187 61,738 4,477 4,926
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,617)
0 -2,296 414 -582 5,252 -168 3,370 2,785 -753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.1 3.7 89.6 88.8 93.3 92.6 6.7 7.4
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 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,985
COMMITMENTS
0 6,218 2,878 40,967 33,790 43,845 42,886 6,140 7,099
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -392)
0 868 -1,424 1,479 -1,329 55 -1,885 -447 1,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.4 5.8 82.0 67.6 87.7 85.8 12.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 2 2 20 16 22 18
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 44,049
COMMITMENTS
0 964 2,620 37,153 34,720 39,773 38,304 4,276 5,745
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,282)
0 713 -562 988 -333 426 -182 856 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 5.9 84.3 78.8 90.3 87.0 9.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 14 14 15
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,528
COMMITMENTS
18,113 208 1,492 38,811 56,968 58,416 58,668 5,112 4,860
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,323)
298 0 0 886 674 1,184 674 139 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 0.3 2.3 61.1 89.7 92.0 92.3 8.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
3 1 3 16 20 20 23
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 172,999
COMMITMENTS
1,586 10,442 9,877 147,036 144,963 158,499 165,282 14,500 7,717
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 8,155)
0 1,639 279 8,028 6,789 8,307 8,707 -152 -552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 6.0 5.7 85.0 83.8 91.6 95.5 8.4 4.5
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 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 77,691
COMMITMENTS
3,348 0 2,231 64,052 65,926 69,631 68,157 8,060 9,534
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -1,669)
752 -3,735 -120 -1,960 1,394 -1,328 -2,461 -341 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 2.9 82.4 84.9 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 1 17 18 19 19
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 161,979
COMMITMENTS
5,492 140 5,898 141,278 147,648 152,668 153,686 9,311 8,293
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 18,833)
-810 140 665 20,434 17,658 20,289 18,463 -1,456 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 0.1 3.6 87.2 91.2 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 1 3 31 31 34 34
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 157,238
COMMITMENTS
22,626 1,172 13,851 115,977 138,289 152,454 153,312 4,784 3,926
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 178)
-912 0 999 702 -1,031 789 -32 -611 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 0.7 8.8 73.8 87.9 97.0 97.5 3.0 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 1 7 33 29 41 36
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 144,287
COMMITMENTS
7,704 4,430 3,677 118,081 121,506 129,462 129,613 14,825 14,674
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 6,108)
1,838 -564 258 4,214 6,067 6,310 5,761 -202 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 3.1 2.5 81.8 84.2 89.7 89.8 10.3 10.2
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 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 153,692
COMMITMENTS
12,515 19,132 10,514 122,702 120,077 145,731 149,723 7,961 3,969
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 4,057)
5,024 791 300 -1,034 3,215 4,290 4,306 -233 -249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 12.4 6.8 79.8 78.1 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 4 9 26 31 35 41
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,061
COMMITMENTS
991 13,958 4,330 55,360 38,105 60,681 56,393 2,380 6,668
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 738)
0 -2,704 2,232 -1,784 2,151 448 1,679 290 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 22.1 6.9 87.8 60.4 96.2 89.4 3.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 5 5 15 17 21 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,420,100
COMMITMENTS
300,480 62,036 315,239 782,135 1029756 1397854 1407031 22,246 13,069
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 34,561)
-12,261 3,015 24,015 25,265 9,249 37,019 36,279 -2,458 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 4.4 22.2 55.1 72.5 98.4 99.1 1.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
30 10 35 85 75 124 111
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 315,265
COMMITMENTS
76,327 96,489 77,311 159,061 139,892 312,699 313,692 2,566 1,573
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 14,931)
112 8,840 8,369 7,424 -385 15,905 16,824 -974 -1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 30.6 24.5 50.5 44.4 99.2 99.5 0.8 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 6 15 32 29 52 47
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 72,441
COMMITMENTS
22,192 7,698 11,482 38,662 53,054 72,336 72,234 105 207
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 10)
-1,300 -1,840 232 1,178 1,538 110 -70 -100 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 10.6 15.9 53.4 73.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 6 10 38 38 48 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,517
COMMITMENTS
4,735 5,807 1,955 19,806 18,246 26,496 26,008 21 509
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -54)
-725 -86 -164 835 196 -54 -54 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 21.9 7.4 74.7 68.8 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 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,646
COMMITMENTS
2,172 4,890 592 10,542 8,078 13,306 13,560 340 86
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 654)
428 838 0 226 -184 654 654 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 35.8 4.3 77.3 59.2 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 18 11 22 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,252
COMMITMENTS
4,420 4,780 2,626 18,106 17,706 25,152 25,112 100 140
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 1,256)
240 -780 770 811 1,266 1,821 1,256 -565 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.9 10.4 71.7 70.1 99.6 99.4 0.4 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 4 7 23 20 30 28
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,402
COMMITMENTS
10,042 860 1,250 10,376 19,902 21,668 22,012 734 390
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 116)
40 600 -40 120 -650 120 -90 -4 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 3.8 5.6 46.3 88.8 96.7 98.3 3.3 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 4 22 25 26 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,275
COMMITMENTS
248 400 1,344 9,410 9,271 11,002 11,015 273 260
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 190)
80 300 220 82 -90 382 430 -192 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 3.5 11.9 83.5 82.2 97.6 97.7 2.4 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 3 15 13 19 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 869,209
COMMITMENTS
132,646 162,587 128,745 540,179 497,197 801,570 788,529 67,639 80,680
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 7,797)
814 1,228 4,959 121 868 5,894 7,055 1,903 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 18.7 14.8 62.1 57.2 92.2 90.7 7.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
61 92 91 72 80 193 212
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 14,191
COMMITMENTS
7,008 1,585 344 3,609 11,809 10,961 13,738 3,230 453
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -966)
-1,720 -116 159 528 -1,074 -1,033 -1,031 67 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 11.2 2.4 25.4 83.2 77.2 96.8 22.8 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
62 6 3 21 25 85 33
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 11,939
COMMITMENTS
8,113 653 52 1,209 9,717 9,374 10,422 2,565 1,517
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: -295)
-675 -108 2 139 -248 -534 -354 239 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 5.5 0.4 10.1 81.4 78.5 87.3 21.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
28 5 2 8 21 37 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 12/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 145,587
COMMITMENTS
32,408 9,425 11,969 84,527 112,775 128,904 134,169 16,683 11,418
CHANGES FROM 12/06/05 (CHANGE IN OPEN INTEREST: 2,360)
508 -1,753 -1,441 1,068 6,110 135 2,916 2,225 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 6.5 8.2 58.1 77.5 88.5 92.2 11.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
41 19 36 61 72 118 113
Updated December 16, 2005