NY RES FUEL 1.0% SULFUR SWAP - NEW YORK MERCANTILE EXCHANGE Code-02165B
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 3,120
COMMITMENTS
0 900 0 3,065 1,571 3,065 2,471 55 649
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 0)
0 0 0 0 0 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 28.8 0.0 98.2 50.4 98.2 79.2 1.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 0 17 12 17 13
NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 171,839
COMMITMENTS
23,266 20,298 17,418 105,206 107,352 145,890 145,068 25,949 26,771
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -5,192)
-1,287 752 476 -1,762 -5,568 -2,573 -4,340 -2,619 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 11.8 10.1 61.2 62.5 84.9 84.4 15.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
36 28 37 69 67 117 121
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 543,982
COMMITMENTS
43,186 85,635 185,218 244,803 243,767 473,207 514,620 70,775 29,362
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -13,921)
-10,557 -3,655 -2,817 580 -6,739 -12,794 -13,211 -1,127 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 15.7 34.0 45.0 44.8 87.0 94.6 13.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
50 39 62 86 66 166 139
MICHCON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365A
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 52,489
COMMITMENTS
1,132 0 1,617 45,749 47,257 48,498 48,874 3,991 3,615
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 876)
-1,237 0 1,024 239 -1,297 26 -273 850 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 0.0 3.1 87.2 90.0 92.4 93.1 7.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 0 1 16 17 17 18
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,612
COMMITMENTS
2,940 464 2,743 30,671 34,069 36,354 37,276 6,258 5,336
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 2,296)
1,619 124 -127 2,370 3,673 3,862 3,670 -1,566 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 1.1 6.4 72.0 80.0 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 2 17 18 19 20
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 101,958
COMMITMENTS
17,308 1,598 1,945 74,428 87,055 93,681 90,598 8,277 11,360
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -1,100)
-1,812 0 0 1,818 -2,908 6 -2,908 -1,106 1,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 1.6 1.9 73.0 85.4 91.9 88.9 8.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
4 3 4 26 26 31 32
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 55,455
COMMITMENTS
2,160 3,600 0 50,363 46,106 52,523 49,706 2,932 5,749
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 884)
0 0 0 1,002 884 1,002 884 -118 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 6.5 0.0 90.8 83.1 94.7 89.6 5.3 10.4
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 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,138
COMMITMENTS
0 15,595 1,519 60,232 46,340 61,751 63,454 4,387 2,684
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 45)
0 2,556 186 -265 -2,269 -79 473 124 -428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 23.6 2.3 91.1 70.1 93.4 95.9 6.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 3 2 19 17 21 20
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 71,380
COMMITMENTS
18,902 4,059 3,296 41,307 59,518 63,505 66,873 7,875 4,507
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,595)
2,440 0 -915 -59 2,202 1,466 1,287 129 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 5.7 4.6 57.9 83.4 89.0 93.7 11.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 3 20 20 24 23
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,671
COMMITMENTS
2,790 0 1,164 57,993 60,461 61,947 61,625 5,724 6,046
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 3,697)
2,790 -124 -1,313 818 4,074 2,295 2,637 1,402 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 0.0 1.7 85.7 89.3 91.5 91.1 8.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 0 1 16 19 17 20
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 49,207
COMMITMENTS
0 6,029 3,328 39,886 34,978 43,214 44,335 5,993 4,872
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 138)
0 155 -88 348 800 260 867 -122 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 12.3 6.8 81.1 71.1 87.8 90.1 12.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 3 3 20 18 23 21
VENTURA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365M
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,796
COMMITMENTS
0 342 1,742 37,164 35,941 38,906 38,025 4,890 5,771
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -966)
0 -547 189 -1,743 -608 -1,554 -966 588 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.8 4.0 84.9 82.1 88.8 86.8 11.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 15 14 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,733
COMMITMENTS
17,493 208 1,492 39,104 57,249 58,089 58,949 5,644 4,784
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 540)
0 0 0 571 633 571 633 -31 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 0.3 2.3 61.4 89.8 91.1 92.5 8.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 1 3 16 19 19 22
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 56,722
COMMITMENTS
0 5,192 2,748 46,030 34,128 48,778 42,068 7,944 14,654
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,469)
-317 3,377 -833 1,606 566 456 3,110 1,013 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 9.2 4.8 81.2 60.2 86.0 74.2 14.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 2 2 16 13 18 15
ALBERTA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035650
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 173,919
COMMITMENTS
1,586 8,679 9,829 148,144 147,756 159,559 166,264 14,360 7,655
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -856)
0 -3,256 527 -1,243 1,935 -716 -794 -140 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 5.0 5.7 85.2 85.0 91.7 95.6 8.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
1 5 4 35 33 39 39
CHICAGO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035651
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 80,332
COMMITMENTS
2,956 1,130 2,287 67,154 67,058 72,397 70,475 7,935 9,857
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 698)
0 -577 91 580 818 671 332 27 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 1.4 2.8 83.6 83.5 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 1 1 18 19 20 20
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 61,977
COMMITMENTS
5,952 268 2,880 51,627 58,527 60,459 61,675 1,518 302
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 0.4 4.6 83.3 94.4 97.6 99.5 2.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 15 15 17 18
HOUSTON SHIP CH BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035653
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 163,332
COMMITMENTS
5,409 1,163 4,258 144,191 149,824 153,858 155,245 9,474 8,087
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,064)
610 -34 -643 624 1,215 591 538 473 526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.7 2.6 88.3 91.7 94.2 95.0 5.8 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 1 3 30 32 33 35
NW PIPE ROCKIES BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035654
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 159,939
COMMITMENTS
20,574 1,265 16,136 117,720 139,688 154,430 157,089 5,509 2,850
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 1,368)
-1,252 31 1,452 1,299 906 1,499 2,389 -131 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 0.8 10.1 73.6 87.3 96.6 98.2 3.4 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 1 7 35 31 43 38
PANHANDLE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035655
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 142,418
COMMITMENTS
332 4,120 6,583 121,148 115,732 128,063 126,435 14,355 15,983
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -257)
-2,842 -310 1,994 -617 -5,558 -1,465 -3,874 1,208 3,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 2.9 4.6 85.1 81.3 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 1 2 27 25 29 27
SOCAL BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035657
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 160,732
COMMITMENTS
14,012 20,508 10,413 128,439 125,777 152,864 156,698 7,868 4,034
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 5,735)
1,613 -216 31 2,864 4,823 4,508 4,638 1,227 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 12.8 6.5 79.9 78.3 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 5 9 26 30 35 40
TRANSCO ZONE 6 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035658
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 60,641
COMMITMENTS
621 14,085 2,195 55,119 37,765 57,935 54,045 2,706 6,596
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -2,549)
-62 -1,315 -558 -1,535 498 -2,155 -1,375 -394 -1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 23.2 3.6 90.9 62.3 95.5 89.1 4.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
1 5 4 18 19 23 24
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,427,426
COMMITMENTS
285,323 57,157 291,736 826,594 1067809 1403653 1416702 23,773 10,724
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -3,469)
-7,968 -7,002 -26,506 30,618 33,324 -3,856 -184 387 -3,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 4.0 20.4 57.9 74.8 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
31 11 37 97 83 137 122
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 343,368
COMMITMENTS
86,782 108,867 83,572 168,975 147,690 339,329 340,129 4,039 3,239
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 16,026)
7,466 8,307 3,423 4,402 2,790 15,291 14,520 735 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 31.7 24.3 49.2 43.0 98.8 99.1 1.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 9 16 34 31 55 49
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 74,444
COMMITMENTS
22,632 7,070 11,604 40,041 55,665 74,277 74,339 167 105
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 515)
280 500 -190 443 247 533 557 -18 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 9.5 15.6 53.8 74.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 5 10 39 39 49 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 26,269
COMMITMENTS
1,650 5,687 3,025 21,573 17,048 26,248 25,760 21 509
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 87)
0 0 0 87 87 87 87 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 21.6 11.5 82.1 64.9 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 6 6 23 24 30 30
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 13,767
COMMITMENTS
4,326 2,786 949 8,238 10,032 13,513 13,767 254 0
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 0)
-246 0 246 0 -246 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 20.2 6.9 59.8 72.9 98.2 100.0 1.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 2 3 18 11 22 16
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 25,704
COMMITMENTS
3,800 7,168 1,854 19,750 16,502 25,404 25,524 300 180
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 608)
0 558 -120 528 170 408 608 200 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 27.9 7.2 76.8 64.2 98.8 99.3 1.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 6 6 23 22 29 30
AEP DAYTON CAL MONTH LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465K
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 5,540
COMMITMENTS
100 1,680 1,540 3,580 2,040 5,220 5,260 320 280
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 30.3 27.8 64.6 36.8 94.2 94.9 5.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 4 4 12 10 16 16
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 22,784
COMMITMENTS
9,990 880 1,370 10,650 20,144 22,010 22,394 774 390
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 40)
80 140 100 -40 -60 140 180 -100 -140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 3.9 6.0 46.7 88.4 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 1 3 23 26 26 30
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 11,977
COMMITMENTS
360 592 1,592 9,752 9,493 11,704 11,677 273 300
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 382)
280 160 40 82 182 402 382 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 4.9 13.3 81.4 79.3 97.7 97.5 2.3 2.5
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 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 818,841
COMMITMENTS
120,638 144,892 117,933 534,297 488,984 772,868 751,809 45,973 67,032
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: 5,661)
220 7,483 2,336 9,912 -5,304 12,468 4,515 -6,807 1,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.7 14.4 65.3 59.7 94.4 91.8 5.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
59 86 88 73 81 186 210
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,997
COMMITMENTS
7,166 1,257 31 3,560 12,407 10,757 13,695 3,240 302
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -289)
-126 -254 -74 -85 26 -285 -302 -4 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 9.0 0.2 25.4 88.6 76.9 97.8 23.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
69 5 1 15 24 85 30
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 10,323
COMMITMENTS
6,153 694 195 1,301 8,168 7,649 9,057 2,674 1,266
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -374)
-239 -72 -141 -34 -422 -414 -635 40 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 6.7 1.9 12.6 79.1 74.1 87.7 25.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 6 3 9 19 35 27
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
FUTURES ONLY POSITIONS AS OF 12/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 143,248
COMMITMENTS
31,634 11,829 7,183 89,894 112,720 128,711 131,732 14,537 11,516
CHANGES FROM 12/20/05 (CHANGE IN OPEN INTEREST: -1,374)
-994 1,474 -1,525 862 -2,013 -1,657 -2,064 283 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 8.3 5.0 62.8 78.7 89.9 92.0 10.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
45 19 27 61 73 115 110
Updated December 30, 2005