NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 236,357
COMMITMENTS
21,561 16,122 59,087 106,873 127,236 187,520 202,445 48,837 33,912
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -29,199)
1,412 -1,947 -6,510 1,797 4,996 -3,301 -3,460 -25,899 -25,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 6.8 25.0 45.2 53.8 79.3 85.7 20.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
39 21 41 64 64 120 112
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 887,977
COMMITMENTS
49,148 79,303 376,401 384,966 394,403 810,516 850,107 77,461 37,870
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -112,774)
-6,583 -4,014 -62,987 -32,144 -34,902 -101,714 -101,903 -11,060 -10,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.9 42.4 43.4 44.4 91.3 95.7 8.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
56 48 74 96 89 193 172
PERMIAN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 41,541
COMMITMENTS
982 3,131 4,275 30,290 26,844 35,547 34,250 5,994 7,291
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 377)
982 -73 -753 272 901 501 75 -124 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 7.5 10.3 72.9 64.6 85.6 82.4 14.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 2 17 16 19 19
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 111,935
COMMITMENTS
9,574 4,130 1,993 91,684 100,851 103,251 106,974 8,684 4,961
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 379)
0 0 62 -152 927 -90 989 469 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 3.7 1.8 81.9 90.1 92.2 95.6 7.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 2 5 28 33 34 38
TCO BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365D
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 59,392
COMMITMENTS
7,502 8,832 434 48,263 42,642 56,199 51,908 3,193 7,484
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -676)
496 0 -496 2,338 -698 2,338 -1,194 -3,014 518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 14.9 0.7 81.3 71.8 94.6 87.4 5.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
3 2 1 21 17 24 20
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,680
COMMITMENTS
188 18,600 2,675 61,461 44,242 64,324 65,517 4,356 3,163
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 3,121)
-124 1,049 426 2,217 974 2,519 2,449 602 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 27.1 3.9 89.5 64.4 93.7 95.4 6.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
1 3 3 21 20 24 24
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,442
COMMITMENTS
19,014 13,919 2,742 39,298 42,690 61,054 59,351 5,388 7,091
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 974)
213 217 122 807 1,003 1,142 1,342 -168 -368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 20.9 4.1 59.1 64.3 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 5 4 20 19 24 26
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,798
COMMITMENTS
0 6,391 517 61,195 51,519 61,712 58,427 3,086 6,371
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,484)
0 3,042 -1,184 1,918 408 734 2,266 1,750 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.9 0.8 94.4 79.5 95.2 90.2 4.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 1 1 21 22 22 23
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 66,201
COMMITMENTS
0 11,425 1,034 60,515 48,386 61,549 60,845 4,652 5,356
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 591)
0 -32 -172 711 658 539 454 52 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.3 1.6 91.4 73.1 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
0 2 2 23 20 25 22
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 42,464
COMMITMENTS
0 3,091 162 34,248 35,812 34,410 39,065 8,054 3,399
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 453)
0 275 0 -124 -188 -124 87 577 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.3 0.4 80.7 84.3 81.0 92.0 19.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 15 14 16
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 67,814
COMMITMENTS
17,700 0 2,500 41,386 58,852 61,586 61,352 6,228 6,462
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 412)
-992 0 124 1,969 261 1,101 385 -689 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 0.0 3.7 61.0 86.8 90.8 90.5 9.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 0 2 20 23 22 25
WAHA BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365O
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 47,473
COMMITMENTS
1,131 1,157 4,755 37,560 33,399 43,446 39,311 4,027 8,162
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -343)
-188 1,157 -633 1,175 -956 354 -432 -697 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 2.4 10.0 79.1 70.4 91.5 82.8 8.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 16 18 22 21
HENRY HUB INDEX SWAP - NEW YORK MERCANTILE EXCHANGE Code-023A09
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 46,416
COMMITMENTS
2,170 2,697 0 43,661 43,024 45,831 45,721 585 695
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 5.8 0.0 94.1 92.7 98.7 98.5 1.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 0 12 8 14 10
HENRY HUB BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-035652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 48,967
COMMITMENTS
2,170 2,883 0 44,167 44,430 46,337 47,313 2,630 1,654
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 5.9 0.0 90.2 90.7 94.6 96.6 5.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 2 0 16 16 18 18
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,330,191
COMMITMENTS
356,372 76,819 232,654 721,897 1006379 1310923 1315852 19,268 14,339
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 9,126)
20,481 -1,445 -21,857 12,573 29,735 11,197 6,433 -2,071 2,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.8 17.5 54.3 75.7 98.6 98.9 1.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
26 14 36 91 85 130 123
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 299,875
COMMITMENTS
72,470 59,856 109,632 111,167 127,551 293,269 297,039 6,606 2,836
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 57,480)
15,156 4,932 35,556 2,854 16,263 53,566 56,751 3,914 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 20.0 36.6 37.1 42.5 97.8 99.1 2.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 8 20 28 30 50 52
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 92,113
COMMITMENTS
24,842 6,993 19,846 46,576 64,140 91,264 90,979 849 1,134
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 2,043)
85 -347 135 1,225 1,400 1,445 1,189 598 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 7.6 21.5 50.6 69.6 99.1 98.8 0.9 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 7 9 38 41 48 51
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,475
COMMITMENTS
2,981 5,096 2,561 21,912 19,309 27,454 26,966 21 509
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 1,872)
172 328 -202 1,902 1,746 1,872 1,872 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.5 9.3 79.8 70.3 99.9 98.1 0.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 3 6 22 23 30 29
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 10,822
COMMITMENTS
1,062 3,341 2,576 6,676 4,397 10,314 10,314 508 508
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 126)
126 0 0 0 126 126 126 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 30.9 23.8 61.7 40.6 95.3 95.3 4.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 3 4 17 12 23 17
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,942
COMMITMENTS
3,852 3,680 1,900 11,730 12,082 17,482 17,662 460 280
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -8)
0 -240 240 -268 -28 -28 -28 20 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.5 10.6 65.4 67.3 97.4 98.4 2.6 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 7 18 19 25 26
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,356
COMMITMENTS
11,560 240 1,750 10,408 22,174 23,718 24,164 638 192
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -170)
-230 80 70 110 -200 -50 -50 -120 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 1.0 7.2 42.7 91.0 97.4 99.2 2.6 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 21 24 26 29
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 8,674
COMMITMENTS
2,120 120 820 5,726 7,494 8,666 8,434 8 240
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 176)
-840 0 160 896 16 216 176 -40 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 1.4 9.5 66.0 86.4 99.9 97.2 0.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 2 14 14 16 17
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,492,032
COMMITMENTS
111,947 85,015 458,625 854,242 868,438 1424815 1412078 67,217 79,953
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: 31,705)
-2,607 5,384 22,152 18,207 3,233 37,752 30,769 -6,047 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 5.7 30.7 57.3 58.2 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
82 105 123 80 91 231 254
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,218
COMMITMENTS
8,954 4,038 136 1,402 8,506 10,492 12,680 2,726 538
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -150)
-78 -1,069 24 -35 1,019 -89 -26 -61 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 30.5 1.0 10.6 64.4 79.4 95.9 20.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
59 14 3 11 27 73 42
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 12,885
COMMITMENTS
9,536 606 22 460 10,562 10,018 11,190 2,867 1,695
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -608)
-590 -177 -27 -388 -437 -1,005 -641 397 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 4.7 0.2 3.6 82.0 77.7 86.8 22.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 6 3 8 20 37 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/27/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 174,661
COMMITMENTS
23,630 5,066 31,337 102,218 126,564 157,185 162,968 17,476 11,693
CHANGES FROM 09/20/05 (CHANGE IN OPEN INTEREST: -1,370)
-5,261 1,076 -3,491 7,408 495 -1,344 -1,921 -26 551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.9 17.9 58.5 72.5 90.0 93.3 10.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
43 18 37 70 75 127 117
Updated September 30, 2005