NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-022651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 235,962
COMMITMENTS
21,151 22,567 58,881 109,635 122,553 189,667 204,001 46,295 31,961
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,860)
-1,216 5,466 -787 5,943 -967 3,940 3,712 1,921 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.6 25.0 46.5 51.9 80.4 86.5 19.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
40 21 41 64 68 119 117
NATURAL GAS - NEW YORK MERCANTILE EXCHANGE Code-023651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(10,000 MMBTU'S) OPEN INTEREST: 902,036
COMMITMENTS
45,306 83,631 394,024 383,657 388,735 822,986 866,390 79,049 35,646
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -2,660)
-8,556 5,980 3,195 254 -3,904 -5,107 5,270 2,447 -7,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.3 43.7 42.5 43.1 91.2 96.0 8.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
52 50 73 94 87 189 170
M-3 BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 100,440
COMMITMENTS
9,262 3,244 3,208 78,008 83,586 90,478 90,038 9,962 10,402
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,085)
-419 0 143 1,392 388 1,116 531 -31 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.2 3.2 77.7 83.2 90.1 89.6 9.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 1 5 25 26 31 31
MALIN BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365E
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,381
COMMITMENTS
2 21,906 2,248 60,335 41,094 62,585 65,248 5,796 3,133
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,209)
0 -1,776 733 2,904 5,218 3,637 4,175 -428 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 32.0 3.3 88.2 60.1 91.5 95.4 8.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 4 4 17 18 21 23
PG&E CITYGATE BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365F
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 68,178
COMMITMENTS
22,069 12,926 3,840 34,694 45,337 60,603 62,103 7,575 6,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 847)
-3,116 -58 1,404 2,405 -119 693 1,227 154 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 19.0 5.6 50.9 66.5 88.9 91.1 11.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 5 4 16 16 22 22
NGPL TEXOK BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365G
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 63,041
COMMITMENTS
0 5,905 337 59,972 47,211 60,309 53,453 2,732 9,588
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 751)
0 1,326 -328 670 -368 342 630 409 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 9.4 0.5 95.1 74.9 95.7 84.8 4.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 14 16 15 17
SUMAS BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365J
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 64,605
COMMITMENTS
0 10,542 1,202 55,253 45,069 56,455 56,813 8,150 7,792
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,359)
0 -1,013 827 1,704 1,683 2,531 1,497 -172 862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 16.3 1.9 85.5 69.8 87.4 87.9 12.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
0 2 2 19 13 21 15
NGPL MID-CON BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365K
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 43,851
COMMITMENTS
0 1,933 162 35,439 37,224 35,601 39,319 8,250 4,532
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,376)
0 880 -300 0 338 -300 918 1,676 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.4 0.4 80.8 84.9 81.2 89.7 18.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 13 12 14 13
DOMINION BASIS SWAP - NEW YORK MERCANTILE EXCHANGE Code-02365N
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 57,041
COMMITMENTS
7,551 1,398 4,464 37,481 44,421 49,496 50,283 7,545 6,758
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 2,829)
-1,922 190 1,798 3,071 837 2,947 2,825 -118 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 2.5 7.8 65.7 77.9 86.8 88.2 13.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 3 15 19 18 23
HENRY HUB GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 1,300,242
COMMITMENTS
348,086 77,257 222,243 710,948 989,597 1281277 1289097 18,965 11,145
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 37,371)
-3,489 1,836 16,703 22,282 20,357 35,496 38,896 1,875 -1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 5.9 17.1 54.7 76.1 98.5 99.1 1.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 13 32 86 80 121 116
HENRY HUB PENULTIMATE GAS SWAP - NEW YORK MERCANTILE EXCHANGE Code-03565C
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2,500 MMBTU'S) OPEN INTEREST: 229,697
COMMITMENTS
68,807 52,134 55,446 102,115 120,194 226,368 227,774 3,329 1,923
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 15,996)
1,447 4,852 6,762 7,683 3,986 15,892 15,600 104 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 22.7 24.1 44.5 52.3 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 9 16 27 27 45 44
PJM ELECTRICITY MONTHLY - NEW YORK MERCANTILE EXCHANGE Code-064657
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 86,581
COMMITMENTS
26,532 9,263 15,048 44,193 62,110 85,773 86,421 808 160
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,301)
-119 1,879 380 419 -999 681 1,261 620 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 10.7 17.4 51.0 71.7 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 5 9 38 40 49 49
NYISO ZONE A LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 27,030
COMMITMENTS
3,701 4,888 2,478 20,851 19,155 27,030 26,521 0 509
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 810)
-462 -40 676 596 174 810 810 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 18.1 9.2 77.1 70.9 100.0 98.1 0.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 3 6 19 22 26 28
NYISO ZONE G LBMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465B
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS 0F 400 MEGAWATT HOURS) OPEN INTEREST: 8,798
COMMITMENTS
684 2,606 2,450 5,664 3,742 8,798 8,798 0 0
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -550)
0 -42 0 -42 0 -42 -42 -508 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 29.6 27.8 64.4 42.5 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 10 19 14
ISO NEW ENGLAND LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465H
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(40 MEGAWATT HOURS PER PEAK DAY) OPEN INTEREST: 17,590
COMMITMENTS
3,140 3,988 1,852 12,218 11,440 17,210 17,280 380 310
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 988)
-332 448 172 1,288 528 1,128 1,148 -140 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 22.7 10.5 69.5 65.0 97.8 98.2 2.2 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
3 4 7 20 20 27 27
PJM CAL MONTH OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465M
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 24,276
COMMITMENTS
11,410 120 1,480 10,358 22,424 23,248 24,024 1,028 252
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 60)
80 0 -80 -20 80 -20 0 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 0.5 6.1 42.7 92.4 95.8 99.0 4.2 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
2 1 3 21 25 24 28
ISO NEW ENG OFF PK LMP SWAP - NEW YORK MERCANTILE EXCHANGE Code-06465S
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(2.5 MEGAWATTS PER OFF PEAK HRS) OPEN INTEREST: 9,146
COMMITMENTS
1,940 120 820 6,362 7,926 9,122 8,866 24 280
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 546)
-20 0 0 546 546 526 546 20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 1.3 9.0 69.6 86.7 99.7 96.9 0.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 1 2 15 10 17 13
CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE Code-067651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 1,000 BARRELS) OPEN INTEREST: 1,537,960
COMMITMENTS
107,740 85,455 482,751 879,235 882,126 1469727 1450332 68,234 87,628
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,809)
-10,235 -3,718 -7,516 22,809 8,682 5,058 -2,552 -3,249 4,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.6 31.4 57.2 57.4 95.6 94.3 4.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
82 102 128 80 83 231 250
PALLADIUM - NEW YORK MERCANTILE EXCHANGE Code-075651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TROY OUNCES) OPEN INTEREST: 13,116
COMMITMENTS
8,630 2,968 180 1,400 9,536 10,210 12,684 2,906 432
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -90)
-282 -928 63 27 818 -192 -47 102 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 22.6 1.4 10.7 72.7 77.8 96.7 22.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
57 11 3 11 27 71 41
PLATINUM - NEW YORK MERCANTILE EXCHANGE Code-076651
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50 TROY OUNCES) OPEN INTEREST: 13,456
COMMITMENTS
10,336 555 12 553 11,512 10,901 12,079 2,555 1,377
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 384)
278 86 12 31 278 321 376 63 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 4.1 0.1 4.1 85.6 81.0 89.8 19.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
29 5 1 12 22 41 28
UNLEADED GASOLINE, N.Y. HARBOR - NEW YORK MERCANTILE EXCHANGE Code-111652
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 42,000 U.S. GALLONS) OPEN INTEREST: 162,597
COMMITMENTS
25,831 3,770 30,931 89,373 116,344 146,135 151,046 16,462 11,552
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -1,950)
2,031 -533 1,137 -5,787 -3,145 -2,619 -2,541 669 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 2.3 19.0 55.0 71.6 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
40 19 41 62 77 123 119
Updated October 14, 2005